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Questions tagged [robust]

152 questions
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Robust optimization packages in R

I am currently working on Mixed integer linear programming problem and I was wondering if there is any software packages available about Robust Optimization in R. Thanks in advance.
cananan
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Cannot calculate robust standard errors (vcovHC): multicollinearity and NaN error

I have the following dataset: share <-…
tiago
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R's sandwich package producing strange results for robust standard errors in linear model

I am trying to find heteroskedasticity-robust standard errors in R, and most solutions I find are to use the coeftest and sandwich packages. However, when I use those packages, they seem to produce queer results (they're way too significant). Both…
cgmil
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Portable c++ boost::iterprocess::mutex, an another try

I was looking for long time around to have portable robust solution for multiprocessing synchronization. Who touche this things know that good solution are boost::iterprocess named sync objects. But .... When your process have named_mutex locked and…
Ladislav
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Outliers with robust regression in R

I am using the lmrob function in R using the robustbase library for robust regression. I would use it as, rob_reg<-lmrob(y~0+.,dat,method="MM",control=a1). When i want to return the summary i use summary(rob_reg) and one thing robust regression do…
Jason Samuels
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Error computing Robust Standard errors in Panel regression model (plm,R)

I am using the plm library to run fixed effect regressions and the sandwich,lmtest libraries to compute robust standard errors. I have no problem running the regressions, but in some instances when I go to compute the standard errors I get the…
shadowprice
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How to delete files but not directories via FTP (with TLS encryption) in Perl?

I am currently traversing directories of a bunch of servers using TLS encryption with Net::FTPSSL::Robust. I am wanting to download the files and then delete them as I download. I do NOT want to delete folder names. Problem is, Robust only has a…
Derek R
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Using ggplot2 to plot predicted values with robust standard errors

I am trying to use ggplot2 to plot the predicted values of negative binomial regression, one with a binary variable turned on, and another with it turned off. So there will be two two plots that can be compared. The link here demonstrates how to do…
exl
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Some problems about the mexLasso function

I am a student who is envolving in a research about robust visual tracking. And these days ,I had met a problem in my study. The teacher gave me a project of matlab code about the research, when I try to run this code, and the program error is…
ioxxxoi
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Lmrob returning infinity for t-value of the parameter incorrectly

I have time series with outliers, and I want to get a robust estimate of the trend and its t-value. For that I use lmrob, which works fine in most cases. However, in some cases, it returns -inf for the t-value (due to an error which is 0), and I get…
Tom
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Variable in a function is not used as the value

I am using the package robust.arima in R, which works fine when I call it in a script. However, I want to organize my files and therefore call robust arima in a function. Here all of a sudden the variable is not found. Let me give an example # Works…
Tom
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Manually calculate robust standard errors of 2SLS regression

I used the "systemfit" function in R to estimate a 2SLS model as it allows to specify the first and second stage separately which is important for my estimation. I need robust standard errors but I am having problems replicating the robust standard…
JJ1214
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automatic selection of lag order in robust arima R always returns maximum number of AR lags

I am using library robustarima, which has an option auto.ar=TRUE. According to the description and the book (https://onlinelibrary-wiley-com.eur.idm.oclc.org/doi/pdf/10.1002/9781119214656 chapter 8 page 322) this function should return the…
Tom
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Extract residuals from heteroskedasticity robust standard model (lm_robust())

I need to extract residuals from a model in R where I have used lm_robust(XS1 ~ rmrf + smb + hml + umd, data=df) Does anybody know how to do it, please? The use of residuals(), resid(), rstandard() don't work with this function.
Gabriel Guevara
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Summary from Statsmodels after rlm_model not matching the norm that was used

I am using the below code to perform a TukeyBiweight(Bisquare) Robust linear Model Regression of data X and y. from sklearn import datasets, linear_model from sklearn.metrics import mean_squared_error, r2_score import statsmodels.api as sm X =…
Avi Kanakam
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