Dear Manuel and list-members,
While trying to come up to speed on this topic, I discovered this earlier
post on this list from Olivier Renaud about a bias in the R-squared output
from lmRob and a function that provides a corrected R-squared value:
https://stat.ethz.ch/pipermail/r-sig-robust/2010/000290.html
Does this issue also affect lmrob ? And would that fix be also valid with
lmrob ? (I have also contacted Olivier directly).
Thanks again,
Suresh