Dear list, I am slightly confused about how I can do the following in R.
I want to perform robust multiple regression. I’ve used the Boot function in CAR package to find confidence intervals and standard errors. Inadition to these, I want to find the robust estimates for the F test and r-square. Finally, I would like to know the significance levels of bootstrap results. Below I explain my question using commented R code. [1] reg=lm(a~b+c+d+e) # perform multiple regression. [2] library(car) #load the car package. [3] bootstrap=Boot(reg) #perform bootstrap using the Boot function in car package. [4] summary(bootstrap) #show the results of bootstrap. [5]now I would like to type a code that can give me robust estimates of R-square, F tests, and significance levels for coefficients and f. Thanks for any help. Regards, Faiz. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
