On Sun, 19 Oct 2008, PARKERSO wrote:
Hi there, I have just started using the MASS package in R to run M-estimator robust regressions. The final output appears to only give coefficients, degrees of freedom and t-stats. Does anyone know why R doesn't compute R or R-squared
These as only valid for least-squares fits -- they will include the possible outliers in the measure of fit.
And BTW, it is not 'R', but the uncredited author of the package who made such design decisions.
and why doesn't give you any other indices of goodness of fit?
Which ones did you have in mind? It does give a scale estimate of the residuals, and this determines the predition accuracy.
Does anyone know how to compute these in R?
Yes.
Sophie
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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.
