Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

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Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

lalitha viswanath
Hi
I am looking for suitable packages in R that do
regression analyses using least median squares method
(or better). Additionally, I am also looking for
packages that implement algorithms/methods for
detecting outliers that can be discarded before doing
the regression analyses.

Although some websites refer to "lms" method under
package "lps" in R, I am unable to find such a package
on CRAN.

I would greatly appreciate any pointers to suitable
functions/packages for doing the above analyses.

Thanks
Lalitha


 
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Re: Packages in R for least median squares regression and computingoutliers (thompson tau technique etc.)

Bert Gunter
Packages MASS and robustbase both have this functionality. There may also be
others.

Bert Gunter
Genentech Nonclinical Statistics
South San Francisco, CA 94404
650-467-7374


-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of lalitha viswanath
Sent: Wednesday, February 28, 2007 10:04 AM
To: [hidden email]
Subject: [R] Packages in R for least median squares regression and
computingoutliers (thompson tau technique etc.)

Hi
I am looking for suitable packages in R that do
regression analyses using least median squares method
(or better). Additionally, I am also looking for
packages that implement algorithms/methods for
detecting outliers that can be discarded before doing
the regression analyses.

Although some websites refer to "lms" method under
package "lps" in R, I am unable to find such a package
on CRAN.

I would greatly appreciate any pointers to suitable
functions/packages for doing the above analyses.

Thanks
Lalitha


 
____________________________________________________________________________
________
TV dinner still cooling?
Check out "Tonight's Picks" on Yahoo! TV.

______________________________________________
[hidden email] 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.

______________________________________________
[hidden email] 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.
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Re: Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

Gabor Grothendieck
In reply to this post by lalitha viswanath
Try rq in quantreg using the default value for tau.

On 2/28/07, lalitha viswanath <[hidden email]> wrote:

> Hi
> I am looking for suitable packages in R that do
> regression analyses using least median squares method
> (or better). Additionally, I am also looking for
> packages that implement algorithms/methods for
> detecting outliers that can be discarded before doing
> the regression analyses.
>
> Although some websites refer to "lms" method under
> package "lps" in R, I am unable to find such a package
> on CRAN.
>
> I would greatly appreciate any pointers to suitable
> functions/packages for doing the above analyses.
>
> Thanks
> Lalitha
>
>
>
> ____________________________________________________________________________________
> TV dinner still cooling?
> Check out "Tonight's Picks" on Yahoo! TV.
>
> ______________________________________________
> [hidden email] 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.
>

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
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Re: Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

RKoenker
It's not often one gets needs to correct Gabor, but no, ....

least median of squares  is not the same as least absolute error  
regression.

Take a look at the package robust if you want the lms.

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    [hidden email]            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Feb 28, 2007, at 1:24 PM, Gabor Grothendieck wrote:

> Try rq in quantreg using the default value for tau.
>
> On 2/28/07, lalitha viswanath <[hidden email]> wrote:
>> Hi
>> I am looking for suitable packages in R that do
>> regression analyses using least median squares method
>> (or better). Additionally, I am also looking for
>> packages that implement algorithms/methods for
>> detecting outliers that can be discarded before doing
>> the regression analyses.
>>
>> Although some websites refer to "lms" method under
>> package "lps" in R, I am unable to find such a package
>> on CRAN.
>>
>> I would greatly appreciate any pointers to suitable
>> functions/packages for doing the above analyses.
>>
>> Thanks
>> Lalitha
>>
>>
>>
>> _____________________________________________________________________
>> _______________
>> TV dinner still cooling?
>> Check out "Tonight's Picks" on Yahoo! TV.
>>
>> ______________________________________________
>> [hidden email] 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.
>>
>
> ______________________________________________
> [hidden email] 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.

______________________________________________
[hidden email] 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.
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Re: Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

D L McArthur
In reply to this post by lalitha viswanath
lalitha viswanath <lalithaviswanath <at> yahoo.com> writes:
>
> Hi
> I am looking for suitable packages in R that do
> regression analyses using least median squares method
> (or better). Additionally, I am also looking for
> packages that implement algorithms/methods for
> detecting outliers that can be discarded before doing
> the regression analyses....
>
Function lmsreg in package MASS provides least median of
squares regression estimator.  See RR Wilcox, Introduction
to Robust Estimation and Hypothesis Testing, Elsevier 2005
and a wealth of corresponding R functions for robust data
analyses available at
http://psychology.usc.edu/faculty_homepage.php?id=43

______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.