lmsreg
with a
formula
Object
lmsreg
for
formula
objects.
lmsreg.formula(formula, data=<<see below>>, weights, subset=<<see below>>, na.action=na.fail, model=F, x=F, y=F, nsamp="standard", wt=T, diagnostic=F, quan=<<see below>>, mve=T)
~
operator,
and the terms, separated by
+
operators, on the right.
subset
and the
weights
argument.
If this is missing, then the variables in the formula should be on the
search list.
This may also be a single number to handle some special cases -- see
below for details.
model.frame
after
any
subset
argument has been used.
The default (with
na.fail
) is to create an error
if any missing values are found.
A possible alternative is
na.exclude
, which deletes observations
that contain one or more missing values.
TRUE
, the model frame is returned in component
model
.
TRUE
, the model matrix is returned in component
x
.
TRUE
, the response is returned in component
y
.
"all"
or
"standard"
.
If numeric, this specifies the number of non-singular random
subsamples of the observations
that are to be used. If
nsamp="all"
, then all subsamples are to be found.
Note that this can be a very large number even for quite small datasets.
There are n-choose-p subsamples, where n is the number of observations and p
is the number of explanatory variables.
The default (
nsamp="standard"
) is to take all of the subsamples if there are
less than 3000, and to find 3000 non-singular random samples otherwise.
TRUE
and if p>1, resistant diagnostics are returned.
p
is the number of explanatory variables.
floor(n/2) + floor((p+1)/2)
, where
n
is the number
of observations and
p
is the number of explanatory variables.
TRUE
,
cov.mve
will be called on x.
The results are needed in
plot.lms
for the diagnostic plot.
"lms"
giving the solution.
See the
lms.object
help file for details.
The
formula
argument is passed around
unevaluated ;that is, the variables mentioned in the formula will be defined when
the model frame is computed, not when
lmsreg
is initially called.
In particular, if
data
is given, all these names should generally
be defined as variables in that data frame.
The
subset
argument, like the terms in
formula
, is evaluated in the context
of the data frame, if present.
The specific action of the argument is as follows: the model frame,
including weights and subset, is computed on
allthe rows, and then the appropriate subset is extracted.
A variety of special cases make such an interpretation
desirable (e.g., the use of
lag
or other functions that may need
more than the data used in the fit to be fully defined).
On the other hand, if you meant the subset to avoid computing
undefined values or to escape warning messages, you may be surprised.
For example,
lmsreg(y ~ log(x), mydata, subset = x > 0)
will still generate warnings from
log
. If this is a problem, do
the subsetting on the data frame directly:
lmsreg(y ~ log(x), mydata[,mydata$x > 0])
lmsreg.default
is called when the model frame has been computed.
See the
lmsreg.default
help file for details on
the computational algorithm.
NAMES.
Variables occurring in a formula are evaluated differently from
arguments to S-PLUS functions, because the formula is an object
that is passed around unevaluated from one function to another.
The functions such as
lmsreg.formula
that finally arrange to evaluate the
variables in the formula try to establish a context based on the
data
argument.
(More precisely, the function
model.frame.default
does the
actual evaluation, assuming that its caller behaves in
the way described here.)
If the
data
argument to
lmsreg.formula
is missing or is an object (typically, a data frame),
then the local context for
variable names is the frame of the function that called
lmsreg.formula
,
or the
top-level expression frame if the user called
lmsreg.formula
directly.
Names in the formula can refer to variables in the local context as well
as global variables or variables in the
data
object.
The
data
argument can also be a number, in which case that number defines
the local context.
This can arise, for example, if a function is written to call
lmsreg.formula
,
perhaps in a loop, but the local context is definitely
notthat function.
In this case, the function can set
data
to
sys.parent()
, and the local
context will be the next function up the calling stack.
See the second example below.
A numeric value for
data
can also be supplied if a local context
is being explicitly created by a call to
new.frame
.
Notice that supplying
data
as a number implies that this is the
onlylocal context; local variables in any other function will not be
available when the model frame is evaluated.
This is potentially subtle.
Fortunately, it
is not something the ordinary user of
lmsreg.formula
needs to worry about.
It is relevant for those writing functions that call
lmsreg.formula
or other
such model-fitting functions.
Rousseeuw, P. J. (1984).
Least median of squares regression.
Journal of the American Statistical Association
,
79, 871-88.
Rousseeuw, P. J. and Leroy, A. M. (1987).
Robust Regression and Outlier Detection.
New York: Wiley.
lmsreg(ozone~wind+radiation+temperature, nsamp="all", data=air) stacklms <- lmsreg(stack.loss~stack.x, nsamp="all") # Reweighted least squares stackrls <- lm(stack.loss~stack.x, weights=as.logical(stacklms$lms.wt))