[R] Least Median Square Regression

[Enrico Schumann]

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

> I am confused reading the document. 
>
> I have installed and added the package (MASS).
>
> What is the function for LMS Regression?
>

In MASS, it is 'lqs'.

But the vignette provides a code example for how to
compute 'manually' an LMS-regression, i.e. how to do
the actual optimisation.

>
>> On Oct 8, 2016, at 6:17 AM, Enrico Schumann <es at enricoschumann.net> wrote:
>> 
>> 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