[RsR] minimum sample size for the robust counterpart of the t-test #2

Dear Rand (and List),

	I read the relevant sections of your book and while informative it 
did not answer my question
directly as best I can see. I will restate the question more 
explicitly:
A robust analog of the two sample  t-test is performed with the rlm 
function with the default parameters of
the Huber method with K=1.345. Is there a minimum sample size for 
which it should be trusted?
are 5 samples enough? 10 samples?

If this question does not have a simple answer please let me know.

Thanks and best wishes,
Rich


On Jun 15, 2011, at 3:19 PM, Rand Wilcox wrote:

There is general information about sample sizes and p-values, when 

using robust analogs of t, in my 2005 book (Introduction to Robust 
Estimation and Hypothesis Testing, Academic Press) .

(A third edition will be out early in 2012. )

Hope this helps.

Rand

Rand Wilcox
Professor
Dept of Psychology
USC
Los Angeles, CA 90089-1061

FAX: 213-746-9082
For information about statistics books and software, see 

http://www-rcf.usc.edu/~rwilcox/

as well as
http://college.usc.edu/labs/rwilcox/home

----- Original Message -----
From: Richard Friedman <friedman at cancercenter.columbia.edu>
Date: Wednesday, June 15, 2011 12:11 pm
Subject: [RsR] minimum sample size for the robust counterpart of 

the t-test

To: r-sig-robust at r-project.org

Dear List,

I am a beginner in the use of robust methods. Is there a minimum
sample size
for which the robust analog of a two sample t-test using rlm with
default parameters and categorical
explanatory variables may be trusted to yield reliable p-values?
Is so, can you please point me at a reference which treats this
problem.
Thanks and best wishes,
Rich
------------------------------------------------------------
Richard A. Friedman, PhD
Associate Research Scientist,
Biomedical Informatics Shared Resource
Herbert Irving Comprehensive Cancer Center (HICCC)
Lecturer,
Department of Biomedical Informatics (DBMI)
Educational Coordinator,
Center for Computational Biology and Bioinformatics (C2B2)/
National Center for Multiscale Analysis of Genomic Networks (MAGNet)
Room 824
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Columbia University
1130 St. Nicholas Ave
New York, NY 10032
(212)851-4765 (voice)
friedman at cancercenter.columbia.edu
http://cancercenter.columbia.edu/~friedman/

I am a Bayesian. When I see a multiple-choice question on a test
and I don't
know the answer I say "eeney-meaney-miney-moe".

Rose Friedman, Age 14