[R] robust model selection criteria

From: <Carsten.Colombier_at_efv.admin.ch>
Date: Sat 30 Apr 2005 - 02:25:45 EST


Dear R-help-team,

do you know if there is a package for R available that contains a function, which calculates a robust model selection criterium like robust AIC and has a robust selection function like "step" for lm-objects, for an rlm-object. Unfortunately, functions like "step" or "stepAIC" cannot be applied to rlm-objects. Moreover, these functions do not use robust AIC.

Thanks for your help!

With best regards,
Carsten Colombier

Dr. Carsten Colombier
Economist
Group of Economic Advisers
Swiss Federal Finance Administration
Bundesgasse 3
CH-3003 Bern

phone +41 31 322 63 32
fax +41 31 323 08 33
email: carsten.colombier@efv.admin.ch
www.efv.admin.ch



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