Hi,

i. After estimating some coefficients using robust regression with rlm() or lqs(), I 
wonder if there exist some measures of the goodness-of-fit as those for standard 
linear model(R2)... or evenly if it's a statistics non-sense to look for since I do 
not find any mention of that in differents chapters on robust and resistant regression 
or in severals R documentation (Fox, Ripley and Venables)?

ii.If such measure exist for robust regression, how could I implement it in R, and 
what about their comparability with traditionnal R2 of linear model ?

Best regards
A lot of thank to anyone that could give me some light.

Vincent

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