Re: [R] M-estimation in multivariate linear regression model in R

Familiarize yourself with the CRAN task views and check out the Robust task view. Also ?rlm in MASS. -- Bert On Mon, May 21, 2012 at 11:23 AM, Monika Steinhubelova wrote: >  Hello, > > I try to find a function for M-estimation in multivariate linear regression > model (function that can estimat

[R] M-estimation in multivariate linear regression model in R

Hello, I try to find a function for M-estimation in multivariate linear regression model (function that can estimate betas in my model: y=x * beta + e, where y is a matrix). I´ve searched R-site for a long time, but I am hopeless. I would like to ask, if there is any function for M-estimation in