On Sat, 08 Oct 2016, Bryan Mac <bryanmac...@gmail.com> writes: > I am confused reading the document. > > I have installed and added the package (MASS). > > What is the function for LMS Regression? >
In MASS, it is 'lqs'. But the vignette provides a code example for how to compute 'manually' an LMS-regression, i.e. how to do the actual optimisation. > >> On Oct 8, 2016, at 6:17 AM, Enrico Schumann <e...@enricoschumann.net> wrote: >> >> On Sat, 08 Oct 2016, Bryan Mac <bryanmac...@gmail.com> writes: >> >>> Hi R-help, >>> >>> How do you perform least median square regression in R? Here is what I have >>> but received no output. >>> >>> LMSRegression <- function(df, indices){ >>> sample <- df[indices, ] >>> LMS_NAR_NIC_relation <- lm(sample$NAR~sample$NIC, data = sample, method = >>> "lms") >>> rsquared_lms_nar_nic <- summary(LMS_NAR_NIC_relation)$r.square >>> >>> LMS_SQRTNAR_SQRTNIC_relation <- lm(sample$SQRTNAR~sample$SQRTNIC, data = >>> sample, method = "lms") >>> rsquared_lms_sqrtnar_sqrtnic <- >>> summary(LMS_SQRTNAR_SQRTNIC_relation)$r.square >>> >>> out <- c(rsquared_lms_nar_nic, rsquared_lms_sqrtnar_sqrtnic) >>> return(out) >>> } >>> >>> Also, which value should be looked at decide whether this is best >>> regression model to use? >>> >>> Bryan Mac >>> bryanmac...@gmail.com >>> >> >> A tutorial on how to run such regressions is included >> in the NMOF package. >> >> https://cran.r-project.org/package=NMOF/vignettes/PSlms.pdf >> -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.