[R] alternatives to traditional least squares method in linear regression ?
Liaw, Andy
andy_liaw at merck.com
Fri Nov 30 20:05:55 CET 2007
Coming to this late, but hopefully not too late...
You may want to try mixture of regression models:
install.packages("flexmix")
require("flexmix")
## simulate some data
x1 <- rnorm(100, sd=5)
y1 <- rnorm(100, mean=x1)
x2 <- rnorm(50, sd=5)
y2 <- rnorm(50, mean=-5 + 0.5 * x2)
x <- c(x1, x2)
y <- c(y1, y2)
plot(x, y)
fit <- flexmix(y ~ x, k=2)
parameters(fit)
Andy
From: Wolfgang Raffelsberger
>
> Dear list,
>
> I have encountered a special case for searching a linear regression
> where I'm not satisfied with the results obtained using the
> traditional
> least squares method (sometimes called OLS) for estimating/optimizing
> the residues to the regression line (see code below). Basically, a
> group of my x-y data are a bit off the diagonal line (in my case the
> diagonal represents the ideal or theoretical fit between x
> and y, which
> are in the same scale) and thus these points have sufficient power to
> impose a slope deviating (too much) from the diagonal. Using rlm()
> didn't help since this is not a problem of rare outliers.
> From a pragmatic point of view using a linear regression
> approach does
> fit very well the nature of the data & comparison I'd like to
> perform,
> so that's why I'd like to stay with something linear.
>
> Has anybody already implemented a function or package in R
> allowing to
> modify the exponent (of the least squares method) or more general
> allowing to define the model to be used for estimating/optimizing the
> residues ?
>
> Thank's in advance
> Wolfgang Raffelsberger
>
>
> > plot(x,y) # x and y are my data
> > regr <- lm(y~x)
> > abline(regr)
> > # I'm not satisfied with the line since there is one group
> of points
> following very well the diagonal but the regression is deviated by
> another group of points ...
> >
> > sessionInfo()
> R version 2.6.0 (2007-10-03)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=French_France.1252;LC_CTYPE=French_France.1252;LC_M
> ONETARY=French_France.1252;LC_NUMERIC=C;LC_TIME=French_France.1252
>
> attached base packages:
> [1] stats graphics grDevices datasets tcltk utils
> methods
> [8] base
>
> other attached packages:
> [1] svSocket_0.9-5 svIO_0.9-5 R2HTML_1.58 svMisc_0.9-5
> svIDE_0.9-5
>
> loaded via a namespace (and not attached):
> [1] tools_2.6.0
>
>
>
>
> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
> . . . . .
>
> Wolfgang Raffelsberger, PhD
> Laboratoire de BioInformatique et Génomique Intégratives
> CNRS UMR7104, IGBMC
> 1 rue Laurent Fries, 67404 Illkirch Strasbourg, France
> Tel (+33) 388 65 3300 Fax (+33) 388 65 3276
> wolfgang.raffelsberger at igbmc.u-strasbg.fr
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
>
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