On Thu, 16 Sep 2004, RenE J.V. Bertin wrote: > On Thu, 16 Sep 2004 17:03:09 +0100 (BST), Prof Brian Ripley <[EMAIL PROTECTED]> > wrote regarding > "Re: [R] linear regression: evaluating the result Q" > > Thank you, that should get me going into the right direction! > > 8-) Well, for rlm no, as it is not least-squares fitting and R^2 is very > 8-) suseptible to outliers. For glm, not really unless it is a Gaussian > 8-) model. > > This is what I feared. How then would one evaluate the goodness of > an rlm fit, on a comparable 0-1 scale?
Via the estimated robust scales. > 8-) > Aside from question 2), what is the best way to compare > 8-) > the calculated slope with another slope (say of the unity line)? > 8-) > 8-) Use offset, as in y ~ x + offset(x) and test for the coefficient of x to > 8-) be zero. (That's R only, BTW.) > > offset seems to be ignored by rlm(), is that correct? (Which isn't too > much of a problem as long as confint operates correctly on rlm objects.) Yes -- rlm was written before R existed. -- 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
