Rfit-package {Rfit} | R Documentation |
Package provides functions for rank-based analyses of linear models. Rank-based estimation and inference offers a robust alternative to least squares.
Package: | Rfit |
Type: | Package |
Version: | 0.21 |
Date: | 2014-11-05 |
License: | GPL (version 2 or later) |
LazyLoad: | yes |
John Kloke, Joesph McKean
Maintainer: John Kloke <kloke@biostat.wisc.edu>
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annal s of Mathematical Statistics, 43, 1449 - 1458.
Jureckova, J. (1971). Nonparametric estimate of regression coefficients. Annals of Mathematical Statistics , 42, 1328 - 1338.
data(baseball) data(wscores) fit<-rfit(weight~height,data=baseball) summary(fit) plot(fitted(fit),rstudent(fit)) ### Example of the Reduction (Drop) in dispersion test ### y<-rnorm(47) x1<-rnorm(47) x2<-rnorm(47) fitF<-rfit(y~x1+x2) fitR<-rfit(y~x1) drop.test(fitF,fitR)