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Robust Non-linear Regression

1 message · Ruben Roa

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I do not know about in-built robustness options in R but I have found that 
Dave Fournier's robust likelihood for nonlinear regression in ADMB does
a pretty good job in detecting and counter-acting the influence of outliers
(in my applications this has been used to counter-act the effect of reading 
errors in determination of the age of fish based on rings in bones). 
It relies on a likelihood function based on a mixture of a normal and another
distribution with fatter tails. You can find the documentation in the ADMB manual 
at the ADMB website: http://otter-rsch.com/admodel.htm
Ruben