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

[Berton Gunter]

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 at stat.math.ethz.ch] 
> Sent: Thursday, June 22, 2006 2:04 AM
> To: Berton Gunter
> Cc: 'Robert Powell'; r-help at stat.math.ethz.ch
> Subject: Re: [R] Rosner's test
> 
> >>>>> "BertG" == Berton Gunter <gunter.berton at 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
>  
>  
>