[R] High breakdown/efficiency statistics -- was RE: Rosner's test

From: Berton Gunter <gunter.berton_at_gene.com>
Date: Fri 23 Jun 2006 - 02:44:33 EST


Many thanks for this Martin. There now are several packages with what appear to be overlapping functions (or at least algorithms). Besides those you mentioned, "robust" and "roblm" are at least two others. Any recommendations about how or whether to choose among these for us enthusiastic but non-expert users?

Cheers,
Bert  

> -----Original Message-----
> From: Martin Maechler [mailto:maechler@stat.math.ethz.ch]
> Sent: Thursday, June 22, 2006 2:04 AM
> To: Berton Gunter
> Cc: 'Robert Powell'; r-help@stat.math.ethz.ch
> Subject: Re: [R] Rosner's test
>
> >>>>> "BertG" == Berton Gunter <gunter.berton@gene.com>
> >>>>> on Tue, 13 Jun 2006 14:34:48 -0700 writes:
>
> BertG> RSiteSearch('Rosner') ?RSiteSearch or search directly
> BertG> from CRAN.
>
> BertG> Incidentally, I'll repeat what I've said
> BertG> before. Don't do outlier tests. They're
> BertG> dangerous. Use robust methods instead.
>
> Yes, yes, yes!!!
>
> Note that rlm() or cov.rob() from recommended package MASS
> will most probably be sufficient for your needs.
>
> For slightly newer methodology, look at package 'robustbase', or
> also 'rrcov'.
>
> Martin Maechler, ETH Zurich
>
> BertG> -- Bert Gunter Genentech Non-Clinical Statistics
> BertG> South San Francisco, CA
>
> BertG> "The business of the statistician is to catalyze the
> BertG> scientific learning process." - George E. P. Box
>
>
>



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