>>>>> "SZ" == Simon Zehnder <szehn...@uni-bonn.de>
>>>>> on Thu, 14 Nov 2013 08:52:16 +0100 writes:
SZ> Check the gmm package with a weighting matrix equal to
SZ> the identity. Best
SZ> Simon
No. "MM" is ambigous: The gmm package is about
"Generalized Method of Moments"
but Izhak is really asking about MM estimation in the field of
robust statistics, where an MM estimator is a special kind of
"M-Estimator" (and these, introduced by Peter Huber (1964), Annals,
fortunately are well known unambigously,
as a generalization of ML estimators (= MLE)),
namely an M-estimator with redescending psi (==> non-convex
problem ==> solution typically depends on starting value),
started with a high-breakdown point initial estimate.
Izhak mentioned nlrob() from package robustbase, and he is
right that this does not provide an MM estimator, but only an M
estimate started by Least Squares.
Fortunately, we have had contributions to the robustbase
package from Eduardo Conceição since last summer.
He provided alternative versions of nlrob(),
notably a nlrob.MM()
currently *hidden* {and undocumented}.
I.e. you need
install.packages("robustbase", repos="http://R-Forge.R-project.org";)
library(robustbase)
and then use robustbase:::nlrob.MM(....)
The reason for all this is that I plan to have one nlrob()
function but with a new argument 'method'
and so eventually
nlrob.MM(...., method="MM")
will correspond to current to the R-forge version
robustbase:::nlrob.MM(....)
-------
Please for all more, use the dedicated mailing list
R-SIG-robust only (i.e. do *not* just reply-all to this
e-mail!).
Martin Maechler,
ETH Zurich
SZ> On 14 Nov 2013, at 04:37, IZHAK shabsogh
SZ> <ishaqb...@yahoo.com> wrote:
>> hi
>>
>> I have a nonlinear regression model with two parameter, i
>> have estimated using nls in R and i want to also find the
>> estimate using MM, someone refer me to this function
>> nlrob but this is main for only M estimate. can you
>> please help me findout a function in R for MM nonlinear
>> regression
>>
>> thanks
>>
>> [[alternative HTML version deleted]]
>>
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SZ> ______________________________________________
SZ> R-help@r-project.org mailing list
SZ> https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do
SZ> read the posting guide
SZ> http://www.R-project.org/posting-guide.html and provide
SZ> commented, minimal, self-contained, reproducible code.
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