On Fri, 13 Aug 2004 [EMAIL PROTECTED] wrote: > Do you know if there is any function in R available which calculates an R^2 > for a robust MM-regression?
It's very easy to do, *but* why would you want a non-robust measure for a robust fit? [Just 1 - sum(residuals(fit)^2)/sum((y-mean(y))^2), for suitable y which model.extract will give you. Unless you have no intercept or weights, of course.] Or were you looking for a robust alternative to R^2? -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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