Rfit-package: Rank-Based Estimates and Inference for Linear Models

In kloke/Rfit: Rank-Based Estimation for Linear Models

Rank-Based Estimates and Inference for Linear Models

Description

Package provides functions for rank-based analyses of linear models. Rank-based estimation and inference offers a robust alternative to least squares.

Details

Package:	Rfit
Type:	Package
Version:	0.24.2
Date:	2019-12-18
License:	GPL (version 2 or later)
LazyLoad:	yes

Author(s)

John Kloke, Joesph McKean

Maintainer: John Kloke <[e-mail]>

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annal s of Mathematical Statistics, 43, 1449 - 1458.

Jureckova, J. (1971). Nonparametric estimate of regression coefficients. Annals of Mathematical Statistics , 42, 1328 - 1338.

Examples

data(baseball)
data(wscores)
fit<-rfit(weight~height,data=baseball)
summary(fit)
plot(fitted(fit),rstudent(fit))

### Example of the Reduction (Drop) in dispersion test ###
y<-rnorm(47)
x1<-rnorm(47)
x2<-rnorm(47)
fitF<-rfit(y~x1+x2)
fitR<-rfit(y~x1)
drop.test(fitF,fitR)

kloke/Rfit documentation built on Sept. 9, 2023, 7:20 p.m.