> since the OLS and robust regressions have the same number of DFs, looking
> at the residual standard error is insightful.
Sadly not. The residual scale in a robust model is only partly indicative of
goodness of fit; robust models intentionally downweight outliers. Much of the
difference in
On Tue, May 19, 2015 at 1:23 PM, michael westphal via R-help
wrote:
You can't compare them (statistically -- you can of course draw
pictures). Note, from ?rlm:
" Note that the df.residual component is deliberately set to NA to
avoid inappropriate estimation of the residual scale from the residua
Hello:
I am using R 3.0.2.
I have panel data on countries' renewable energy net generation (and installed
capacity) over time. I am regressing these dependent variables on various
socioeconomic variables, as well as binary policy variables. I have have done
basic OLS, but I wanted to explore
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