Familiarize yourself with the CRAN task views and check out the Robust task view.
Also ?rlm in MASS. -- Bert On Mon, May 21, 2012 at 11:23 AM, Monika Steinhubelova <[email protected]> wrote: > 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 > > [[alternative HTML version deleted]] > > > ______________________________________________ > [email protected] 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. > -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ [email protected] 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.
