LTS
On Mon, 3 Jun 2002, Alpha Pern?a wrote:
Hello
I want to ask if the estimator method LTS (Least Trimmed Squares) is
implemented in R. I've found the lqs(y~x,method = c("lts")) tool that
implements LTS but minimazing the sum of the `quantile' smallest squared
residuals. I don't know if this is the same as the clasical LTS, if it is,
Yes.
where do I set the trim (h value to trim the LS sum)?
Wherever you want, depending on the effect you want. You sound confused: try the ltsreg wrapper.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._