March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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How it works...
There are essentially three types of robust estimates for regression models: M-estimators, S-estimators, and MM-estimators. MM and S estimators are variations of the M estimators that we presented in the first recipe. A thorough discussion about the three of them can be found here: https://ijpam.eu/contents/2014-91-3/7/7.pdf.
Anova.lmrob is just a wrapper that conveniently uses the output produced by lm.rob models. The lm.rob function uses an MM-estimator, which is highly robust (it has a 50% breakdown point – meaning that we can contaminate 50% of the data and still get reasonable results), and it is highly efficient (the variance for the estimated coefficients is as large as the one obtained via linear regression).
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