Year: 2012
Type: article
Abstract: In the nineteen seventies, Jurečková and Jaeckel proposed rank estimation for linear models.Since that time, several authors have developed inference and diagnostic methods for these estimators.These rank-based estimators and their associated inference are highly efficient and are robust to outliers in response space.The methods include estimation of standard errors, tests of general linear hypotheses, confidence intervals, diagnostic procedures including studentized residuals, and measures of influential cases.We have developed an R package, Rfit, for computing of these robust procedures.In this paper we highlight the main features of the package.The package uses standard linear model syntax and includes many of the main inference and diagnostic functions.
Source: The R Journal
DOI: 10.32614/rj-2012-014
Authors: John,D. Kloke, Joseph,W. McKean
Institutions: University of Wisconsin–Madison, Western Michigan University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
OpenAlex ID: W2596360981