Although this is superficially a question about R code, it heavily depends on exactly what you mean by "robust" and "robust tests," which are statistical issues, not R coding issues. As such, it is off topic here. So I would suggest that you post on a statistical site like stats.stackexchange.com instead. While there, I suggest you also ask whether what you want to do makes any sense (I don't think it does).
Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Mon, Feb 26, 2018 at 3:30 AM, faiz rasool <fai...@gmail.com> wrote: > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
