Re: [R] rob var/cov + LAD regression

From: Berton Gunter <gunter.berton_at_gene.com>
Date: Thu 09 Feb 2006 - 04:58:58 EST


RSiteSearch() is your friend.

For 1) Try RSiteSearch('Jackknife',restrict='functions')

For 2) see package quantreg

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box    

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Angelo Secchi
> Sent: Wednesday, February 08, 2006 8:23 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] rob var/cov + LAD regression
>
>
> Hi,
> after looking around I was not able to get info about these
> two questions:
>
> 1. Is there a function to have a "jackknifed corrected
> var/cov estimate" (as described in MacKinnon and White 1985)
> in a standard OLS regression?
>
> 2. Does R possess a LAD (Least Absolute Deviation) regression

> function?
>
> Any help?
> Thanks
>

> --
> ========================================================
> Angelo Secchi PGP Key ID:EA280337
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Feb 09 06:33:38 2006

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