[R] lmrob gives NA coefficients

2018-03-03 Thread Christien Kerbert
Dear list members, I want to perform an MM-regression. This seems an easy task using the function lmrob(), however, this function provides me with NA coefficients. My data generating process is as follows: rho <- 0.15 # low interdependency Sigma <- matrix(rho, d, d); diag(Sigma) <- 1 x.clean <-

Re: [R] lmrob gives NA coefficients

2018-03-04 Thread Christien Kerbert
minimize the new robust Cross Validation (CVMM) criterion which avoided 2018-03-04 0:52 GMT+01:00 David Winsemius : > > > On Mar 3, 2018, at 3:04 PM, Christien Kerbert < > christienkerb...@gmail.com> wrote: > > > > Dear list members, > > > > I want to perform

Re: [R] lmrob gives NA coefficients

2018-03-04 Thread Christien Kerbert
d is the number of observed variables (d = 3 in this example). n is the number of observations. 2018-03-04 11:30 GMT+01:00 Eric Berger : > What is 'd'? What is 'n'? > > > On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert < > christienkerb...@gmail.com> w