On Tue, Jan 24, 2012 at 9:36 AM, Bert Gunter <gunter.ber...@gene.com> wrote: > 1. It's an interaction in a formula not a multiplication. > > > 2. Read the Help file. It says to use ltsreg not lmsreg. > > 3. But no P values will be given anyway. The reason is that exact > distributions and therefore reliable P values or CI's for small > samples do not exist for these robust procedures (they would > undoubtedly depend on the algorithm's control parameters, anyway). > Only asymptotic results (I think). I believe the bootstrap is often > used, but that of course may be problematic due to computational > considerations.
The bootstrap should be perfectly feasible with modern computers. It may be worth pointing out that the bootstrap does not work for LMS regression, even asymptotically, which is another reason to use LTS instead. -thomas -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
