robust regression
On Jan 22, 2009, at 11:06 AM, Georg Ehret wrote:
Dear Miss R, I have a large dataset that is skewed and would like to calculate confidence intervals for my regression line. Unfortunately I have trouble
finding commands for rubust regression and in particular for the confidence intervals... Can you possibly give a hint?
Such difficulty is inexplicable. Search with Google for "robust regression" and add r-project to your search string for narrowing. (First hit is John Fox's 4 page addendum to CAR with worked examples. Many hundreds of hits but with high chance that the count is inflated. Further addition of "confidence intervals" still produces hundreds of results.) Search r-site-search for "robust regression" http://search.r-project.org/nmz.html (roughly 300 hits) See also the CRAN TAsk View on Robust Statistical Methods: http://cran.r-project.org/web/views/Robust.html (I have had very satisfactory results with Koenker's quantreg package functions, but you have provided insufficient description of a) the data, b) the domain of analysis, or c) your goals to allow any comment on the need or applicability of methods to your tasks.)
David Winsemius > > Thank you and best regards, Gerog. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.