exAM: Example Data of Antille and May - for Simple Regression

Description Usage Format Details Source Examples

Description

This is an artificial data set, cleverly construced and used by Antille and May to demonstrate ‘problems’ with LMS and LTS.

Usage

1

Format

A data frame with 12 observations on 2 variables, x and y.

Details

Because the points are not in general position, both LMS and LTS typically fail; however, e.g., rlm(*, method="MM") “works”.

Source

Antille, G. and El May, H. (1992) The use of slices in the LMS and the method of density slices: Foundation and comparison.
In Yadolah Dodge and Joe Whittaker, editors, COMPSTAT: Proc. 10th Symp. Computat. Statist., Neuchatel, 1, 441–445; Physica-Verlag.

Examples

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Example output

Call:
lm(formula = y ~ x, data = exAM)

Residuals:
    Min      1Q  Median      3Q     Max 
-4.8723 -2.0081  0.0378  1.8103  6.3112 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)  
(Intercept)   5.7824     2.6171   2.209   0.0516 .
x             0.3633     0.3784   0.960   0.3596  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 3.643 on 10 degrees of freedom
Multiple R-squared:  0.0844,	Adjusted R-squared:  -0.007157 
F-statistic: 0.9218 on 1 and 10 DF,  p-value: 0.3596

robustbase documentation built on April 25, 2018, 1:03 a.m.