Hello, I have computed robust regressions with M-estimator using rlm(). The score function used is psi(x)=c*x/(x^2+c). Distributions are highly concentrated and have very thick tails.
I have not introduced fixed effects because the important number of observations could make numerical difficulties. Nevertheless, I want to test that there is no fixed effect, i.e. I want to test that if I add fixed-effect, their coefficients are not significant. With the form of distributions of residuals (far from normality), I can't used classic tests like Fischer tests. Do you know what sort of tests I can conduct and how to implement them in R? Thank you for your reply? Nicolas Ferrari [[alternative HTML version deleted]] ______________________________________________ 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