hi guys and gals ... How are you all ... i have to do something in robust regression by R programm , and i have some problems as following:
*the first :* suppose w(r) =1/(1 r^2) and r <- c(7.01,2.07,7.061,5.607,8.502,54.909,12.222) and i want to exclude some values from r so that (abs(r)>4.9 )... after ,i want to used (w) to get on coefficients beta0 and beta1 (B1 <- (sum(w*y*x)-sum(w*y)*sum(w*x))/(sum(w*(x^2))-(sum(w*x))^2/sum(w)) -------------------- B0 <- (sum(w*y)-B1*sum(x*w))/sum(w). this process must to repeat it until (w) be 0.001 ( tolerance <- 0.001) How can i get on this in one program? - i tried to do it by "if -else , repeat and while "- *the second:* in simple robust regression we have two way to fit the model 1- rlm(formula, data, weights, ..., subset, na.action, method = c("M", "MM", "model.frame"), wt.method = c("inv.var", "case"), model = TRUE, x.ret = TRUE, y.ret = FALSE, contrasts = NULL) 2- rlm(x, y, weights, ..., w = rep(1, nrow(x)), init = "ls", psi = psi.huber, scale.est = c("MAD", "Huber", "proposal 2"), k2 = 1.345, method = c("M", "MM"), wt.method = c("inv.var", "case"), maxit = 20, acc = 1e-4, test.vec = "resid", lqs.control = NULL) psi.huber(u, k = 1.345, deriv = 0) psi.hampel(u, a = 2, b = 4, c = 8, deriv = 0) psi.bisquare(u, c = 4.685, deriv = 0) and all these ways works by default function as psi.huber and i want to add new psi ( psi.a=r/(1+(r/k)^2)) ,k=1.345 and get on new coefficients to the model, and, Is all the arguments are necessary ? " i want short code" again ... *how can i do this ... * thanks in advance ... /my best wishes.../ ----- We are all like the bright moon, we still have our darker side -- View this message in context: http://r.789695.n4.nabble.com/help-in-M-estimator-by-R-tp4650485.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.