[R] Least Median Square Regression

[Enrico Schumann]

On Sat, 08 Oct 2016, Bryan Mac <bryanmac.24 at gmail.com> writes:

> Hi R-help,
>
> How do you perform least median square regression in R? Here is what I have but received no output. 
>
> LMSRegression <- function(df, indices){
>   sample <- df[indices, ]
>   LMS_NAR_NIC_relation <- lm(sample$NAR~sample$NIC, data = sample, method = "lms")
>   rsquared_lms_nar_nic <- summary(LMS_NAR_NIC_relation)$r.square
>   
>   LMS_SQRTNAR_SQRTNIC_relation <- lm(sample$SQRTNAR~sample$SQRTNIC, data = sample, method = "lms")
>   rsquared_lms_sqrtnar_sqrtnic <- summary(LMS_SQRTNAR_SQRTNIC_relation)$r.square
>   
>   out <- c(rsquared_lms_nar_nic, rsquared_lms_sqrtnar_sqrtnic)
>   return(out)
> }
>  
> Also, which value should be looked at decide whether this is best regression model to use?
>
> Bryan Mac
> bryanmac.24 at gmail.com
>

A tutorial on how to run such regressions is included
in the NMOF package.

https://cran.r-project.org/package=NMOF/vignettes/PSlms.pdf


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net