lm works for multivariate responses rlm does not - check what the help file says about the response.
That's about it, really. Bill Venables. -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Markku Mielityinen Sent: Thursday, 24 March 2005 5:20 PM To: r-help@stat.math.ethz.ch Subject: [R] Robust multivariate regression with rlm Dear Group, I am having trouble with using rlm on multivariate data sets. When I call rlm I get Error in lm.wfit(x, y, w, method = "qr") : incompatible dimensions lm on the same data sets seem to work well (see code example). Am I doing something wrong? I have already browsed through the forums and google but could not find any related discussions. I use Windows XP and R Version 2.0.1 (2004-11-15) (if that makes a difference). Example code: > Mx [,1] [,2] [1,] 49.10899 45.75513 [2,] 505.92018 48.81037 [3,] 973.30659 50.28478 [4,] 55.99533 508.94504 [5,] 964.96028 513.69579 [6,] 48.25670 975.94972 [7,] 510.21291 967.62767 [8,] 977.12363 978.29216 > My [,1] [,2] [1,] 50 50 [2,] 512 50 [3,] 974 50 [4,] 50 512 [5,] 974 512 [6,] 50 974 [7,] 512 974 [8,] 974 974 > model<-lm(My~Mx) > model Call: lm(formula = My ~ Mx) Coefficients: [,1] [,2] (Intercept) 0.934727 3.918421 Mx1 1.003517 -0.004202 Mx2 -0.002624 0.998155 > model<-rlm(My~Mx) Error in lm.wfit(x, y, w, method = "qr") : incompatible dimensions > model<-rlm(My~Mx,psi=psi.bisquare) Error in lm.wfit(x, y, w, method = "qr") : incompatible dimensions Another example (this one seems to work): > Mx<-matrix(c(0,0,1,0,0,1),ncol=2,byrow=TRUE)+1 > My<-matrix(c(0,0,1,1,-1,1),ncol=2,byrow=TRUE)+1 > model<-rlm(My~Mx) > model Call: rlm(formula = My ~ Mx) Converged in 0 iterations Coefficients: [,1] [,2] (Intercept) 1 -1 Mx1 1 1 Mx2 -1 1 Degrees of freedom: 6 total; 0 residual Scale estimate: 0 Best regards, Markku Mielityinen ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
