Hello,
I try to find a function for M-estimation in multivariate linear regression
model (function that can estimate betas in my model: y=x * beta + e, where
y is a matrix). I´ve searched R-site for a long time, but I am hopeless.
I would like to ask, if there is any function for M-estimation in
multivariate linear regression model in R. I know I can estimate betas in
my model by rlm() function --> rewrite y-variables into one column (vec
operation) ... But ... I would like to use one function to get betas and
don´t rewrite y-variables.
Thank you for any help (claim that there is no function like I need is also
very helpfull, so I will compute my problem by rlm function).
Monika Steinhubelova
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