Hi Kaveh Martin already gave the reference to paper where we develop the SMDM estimators. The second paper he mentions can be found on arxiv for now (arXiv:1208.5595v1, http://arxiv.org/abs/1208.5595). There you can find the algorithm we implemented in lmrob that can also compute S-estimates when there are categorical variables present.
Best regards, Manuel On Thu, Aug 30, 2012 at 12:53 PM, Martin Maechler <maech...@stat.math.ethz.ch> wrote: >>>>>> "KV" == Kaveh Vakili <kaveh.vak...@wis.kuleuven.be> >>>>>> on Thu, 30 Aug 2012 12:20:45 +0200 writes: > > KV> Sorry I accidentally send a draft message to the list > KV> (maybe the heatwave). > > KV> Below the correct version > > > > KV> Dear Manuel, > > KV> This all sounds very exiting, would you by any chance > KV> have a link to a white paper/technical report where > KV> these innovations are documented in greater details > KV> than in the help files associated with lmRob? > > I think you have understood that Manuel advocates using lmrob(), > [not lmRob() !!] > > So please do look at ?lmrob > It has several references, most notably to > > Koller, M. and Stahel, W.A. (2011), Sharpening Wald-type inference > in robust regression for small samples, _Computational Statistics > & Data Analysis_ *55*(8), 2504-2515. > > For newer results, manual will provide newer links. > > Unfortunately, stupid editorial processes lead to papers not > being published just because they want to publicize a simple > good idea for a new algorithm that has not been found by anyone > in 20-30 years history, but the editor/referees still claim the > idea to be too simple to be worth publishing ..... > > Martin > > KV> Best regards, > > > KV> On 08/30/2012 12:04 PM, Kaveh Vakili wrote: > >> > >> Dear Manual, > >> > >> This all sounds very existing, would you do by any chance > >> have a link to a white paper where these numerous > >> innovations are explained more in detail than in the > >> lmRob help files? > >> > >> Best regards, > >> > >> > >> > >> > >> On 08/30/2012 08:26 AM, Manuel Koller wrote: > >>> - lmrob uses randomized algorithms and thus produces slightly > >>> different results for different seeds. > >> > >> _______________________________________________ > >> R-SIG-Robust@r-project.org mailing list > >> https://stat.ethz.ch/mailman/listinfo/r-sig-robust > > KV> _______________________________________________ > KV> R-SIG-Robust@r-project.org mailing list > KV> https://stat.ethz.ch/mailman/listinfo/r-sig-robust > > _______________________________________________ > R-SIG-Robust@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-robust -- Manuel Koller <kol...@stat.math.ethz.ch> Seminar für Statistik, HG G 18, Rämistrasse 101 ETH Zürich 8092 Zürich SWITZERLAND phone: +41 44 632-4673 fax: ...-1228 http://stat.ethz.ch/people/kollerma/ _______________________________________________ R-SIG-Robust@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust
