[R] split and rlm

[Stuart Luppescu]

On Mon, 2004-10-11 at 15:54 +0100, Prof Brian Ripley wrote:
> On Mon, 11 Oct 2004, Stuart Luppescu wrote:
> 0) Do use extractor function like coef() and df.residual().
> 
> 1) for the 100 fits try using the default interface, not the formula one.
> 
> 2) df.residual is not a relevant concept, and the coefficients are not 
> t-distributed.  Where did you read that it had?
> 
> You can try a normal approximation, but beware it may be rough.  If you
> look up MASS4 (the book this software supports) you will see better ideas
> illustrated.

Thanks to Brian Ripley, Andy Liaw and Peter Dalgaard for their help on
this. One problem I still have is with the distribution of the
coefficients. I don't have MASS4 (only MASS1, MASS2 and MASS3), but I
couldn't find anything in MASS3. 

-- 
Stuart Luppescu -=- s-luppescu .at. uchicago.edu        
University of Chicago -=- CCSR 
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