Stack Overflow
Stack Overflow

Questions tagged [robust]

152 questions
1
vote
1 answer

Robust regression p values with lmrob

I am trying to do robust multiple regression for a dataset where a few outliers don't allow me to see the underlying patterns through the usual linear models. I am using the function lmrob in the package robustbase, and I was surprised by the number…
Antón
  • 112
  • 1
  • 8
1
vote
2 answers

How to extract robust standard errors in r?

I calculated robust standard errors after running a regression with lm() function. # robust standard errors cov2I <- vcovHC(ols2I, type = "HC1") robust_se2I <- sqrt(diag(cov2I)) print(robust_se2I) I would like to extract the second value…
TFT
  • 129
  • 10
1
vote
0 answers

get value of a uncertain variable in Julia JuMPeR

I want to solve a robust optimization problem with Julia JuMPeR. Is there any way to get the values of uncertain variables in the solution in Julia JuMPeR? I am using Julia v1.5.
user17842187
  • 11
  • 2
1
vote
0 answers

Running a robust mixed model ANOVA using statsmodel anova_lm

I have a data set of users behavior which I want to run series of ANOVA's on, based on there outcome of assumption checks. For situations where the assumption of homogeneity isn't met I would like to conduct a robust mixed model ANOVA. My data is…
Navot Naor
  • 59
  • 5
1
vote
1 answer

how to pool MI confidence intervals of robust mixed model in r?

I can run the rlmer model with the object that results from mice, but when I try to pool the results a get the message Error: No tidy method for objects of class rlmerMod. Is there an alternative? Below there is a reproducible example of my data and…
MDSF
  • 123
  • 6
1
vote
2 answers

get p value and r value from HuberRegressor in Sklearn

I have datasets with some outliers. From the simple linear regression, using stat_lin = stats.linregress(X, Y) I can get coefficient, intercept, r_value, p_value, std_err But I want to apply robust regression method as I don't want to include…
Dong-gyun Kim
  • 411
  • 5
  • 23
1
vote
0 answers

autoplot function with pca.robust in R

I'm trying to plot the robust principal components with prcomp.robust but don't work; however, if I just use the prcomp function it works. The error message is below: robust2 <- prcomp.robust(iris[, 1:4], robust="MCD") autoplot(robust2, data = iris,…
Andres
  • 43
  • 5
1
vote
0 answers

Huber-M estimator for Robust Linear Regression R Vs Python

For Robust Linear regression in R using package Huber-M estimator, we use the below code: rlm(x,y, weight,init='ls' psi=psi.huber, scaler.est=c('MAD'), method=c('M), maxit=50) Is there any similar package in Python?
Ussu20
  • 129
  • 1
  • 12
1
vote
2 answers

Weighted GLM: R Vs Python

In R, we below code for weighted GLM: glm(formula, weight) R Documentation: an optional vector of ‘prior weights’ to be used in the fitting process. Should be NULL or a numeric vector In Python, using statsmodel.formula.api: smf.glm(formula, data,…
Ussu20
  • 129
  • 1
  • 12
1
vote
0 answers

Manually calculating robust standard errors for pglm using gradient and hessian matrix

I want to manually calculate robust standard error for a fixed effect poisson model produced using the pglm function that, unlike the plm function, does support sandwich error matrices. This make impossible to use the standard vcovHC() function to…
another_newbie
  • 139
  • 7
1
vote
1 answer

Why the MAD that is calculated with the function scipy.stats.median_absolute_deviation it's different from the function i did?

Next I present the code made, I create the DMA function which has the formula of the absolute mean deviation, the other two print's compute the DMA of the stats package and robust, as we see both results are different, I do not understand why the…
Estrada
  • 47
  • 3
1
vote
2 answers

Stargazer dosen't show number of observations for robust s.e

I'm trying to use stargazer to output some regression results with robust standard errors, but the lines in the bottom for values like nobs and f stat doesn't show. here are the code and the output. r_FEB1_se <- coeftest(r_FEB1, vcov =…
Mourad Alkalza
  • 23
  • 3
1
vote
1 answer

Why is lm_robust() HC3 standard error smaller than coeftest() HC0 standard error?

I am using lm_robust of package 'estimatr' for a fixed effect model including HC3 robust standard errors. I had to switch from vcovHC(), because my data sample was just to large to be handled by it. using following line for the…
dpendi
  • 329
  • 2
  • 9
1
vote
0 answers

How to add a reference line to a Normal Q-Q vs. Random Effects plot generated with plot.rlmerMod?

I ran a robust mixed effects model with the rlmer command implemented in the robustlmm package. The package includes a plotting function plot.lmerMod for residual analysis, the resulting plots are ggplot objects. As you can see in the example below…
Julian
  • 240
  • 1
  • 8
1
vote
0 answers

Small sample (20-25 observations) - Robust standard errors (Newey-West) do not change coefficients/standard errors. Is this normal?

I am running a simple regression (OLS) > lm_1 <- lm(Dependent_variable_1 ~ Independent_variable_1, data = data_1) > summary(lm_1) Call: lm(formula = Dependent_variable_1 ~ Independent_variable_1, data = data_1) Residuals: Min 1Q …
adrCoder
  • 3,145
  • 4
  • 31
  • 56
1 2 3
…
10 11