roblm.lta: Least Trimmed Sum of Absolute Residuals Regression...

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Note this is best used as an initial S-estimate rather than as an estimator itself. While more efficient than LTS and LMS, this still has less than 80

Usage

roblm.lta(formula, data, k = 0.25, h = NULL)

Arguments

formula	model formula
data	data frame
k	the trimming percentage. the default amount of trimming is 0.25.
h	the number of cases to retain. If h is specfied, use h smallest residuals, and ignore k.

Value

a roblm object

References

Hawkins, D. M., & Olive, D. (1999). Applications and algorithms for least trimmed sum of absolute deviations regression. Computational Statistics & Data Analysis, 32, 119–134

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.