[R] apply lm.beta() to rlm object (robust regression)

From: <robatok_at_gmx.de>
Date: Tue, 19 Apr 2011 00:56:20 +0200


I'm trying to do a regression analysis (multiple linear regression) and have to deal with a slight heteroscedascitiy in my data.

I've read somewhere that it's possible to use the rlm (robust regression) out of the MASS package in such cases. Is it possible to apply the lm.beta method (from package QuantPsyc) to the returned rlm object and/or is there a way to calculate r-squared (or a "robust" equivalent) for each parameter?

Thanks a lot in advance.

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