Thanks Martin, for making this clear to me, I thought of Pearson’s
Method-of-Moments.
On 14 Nov 2013, at 16:08, Martin Maechler <maech...@stat.math.ethz.ch> wrote:
>>>>>> "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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