Can anyone comment or point me to a discussion of the
pros and cons of robust regressions, vs. a more
manual approach to trimming outliers and/or
normalizing data used in regression analysis?
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: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of r user
Sent: Thursday, April 06, 2006 8:51 AM
To: rhelp
Subject: [R] pros and cons of robust regression? (i.e. rlm vs lm)
Can anyone comment or point me to a discussion of the
pros and cons of robust regressions, vs. a more
manual
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-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of r user
Sent: Thursday, April 06, 2006 8:51 AM
To: rhelp
Subject: [R] pros and cons of robust regression? (i.e. rlm vs lm)
Can anyone comment or point me to a discussion
To: rhelp
Subject: [R] pros and cons of robust regression? (i.e.
rlm vs lm)
Can anyone comment or point me to a discussion of the
pros and cons of robust regressions, vs. a more
manual approach to trimming outliers and/or
normalizing data used in regression analysis
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Berton Gunter
Sent: 06 April 2006 14:22
To: 'r user'; 'rhelp'
Subject: Re: [R] pros and cons of robust regression? (i.e. rlm vs lm)
There is a **Huge** literature on robust regression, including many books
To: rhelp
Subject: [R] pros and cons of robust regression? (i.e.
rlm vs lm)
Can anyone comment or point me to a discussion of the
pros and cons of robust regressions, vs. a more
manual approach to trimming outliers and/or
normalizing data used in regression analysis
: Thursday, April 06, 2006 9:56 AM
To: 'Berton Gunter'; 'r user'; 'rhelp'
Subject: RE: [R] pros and cons of robust regression? (i.e.
rlm vs lm)
To add to Bert's comments:
- Normalizing data (e.g., subtracting mean and dividing by
SD) can help
numerical stability of the computation, but that's
regression? (i.e.
rlm vs lm)
A great example of the hazards of automatic outlier
rejection is the
story of how the hole in the ozone layer in the southern
hemisphere was
discovered. Outliers were dutifully entered into the data base but
discounted as probable metrology problems
; Liaw, Andy
Cc: rhelp
Subject: Re: [R] pros and cons of robust regression? (i.e. rlm vs lm)
I'm asking this question purely for my own benefit, not to try to correct
anyone. The procedure you refer to as normalization I have always heard
referred to as standardization. Is the former the proper
Sent: Thursday, April 06, 2006 1:15 PM
To: Berton Gunter; Liaw, Andy
Cc: rhelp
Subject: Re: [R] pros and cons of robust regression? (i.e.
rlm vs lm)
I'm asking this question purely for my own benefit, not to
try to correct
anyone. The procedure you refer to as normalization I have
always
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