Robust Regression Model in R

[@DDosAndDonts]

Thank you very much. Such a clear and concise video

[@moliso]

Thank you for this lesson! Very helpful!

[@vanillamintchip8494]

This helped me a lot! Thank you!

[@nealdorelis5703]

Nice! Do have a video about robust regression done with Huber-White-Hinkley (HC1) ?

[@RegorzStatistik]

Unfortunately, no.

[@sihabsojib7888]

Thanks for your help, sir.

[@TABandiTA]

Thank you very much, it was realy interesting!

[@shubhrachoudhary9450]

can we use robust regression for non normal data?

[@aplysiaenelpaisdelasmaravi7547]

there is no pvalue for the significance of the over all model. Isn't that necesary in robust regression? how can you tell that the model is significant?

[@RegorzStatistik]

I think in most situations the overall significance of the model isn't really that interesting. Yes, we report it in a multiple regression, but often only in the notes to the regression table. It is quite rarely the case that one has a hypothesis about the overall model; most hypotheses are based on specific regression weights only. So for me this limitation has not been relevant in my analyses, yet.

[@aplysiaenelpaisdelasmaravi7547]

@@RegorzStatistik I agree, however journals frecuently demand it. I founded later that some people use an ANOVA WALD test comparing the model with an only intercept y~1 vs y~1+1m+²m+3m. If anyone is interested.

[@debayankoley5844]

The adjusted R squared in robust regression is negative and less than the OLS, does that mean it’s not a good fit?

[@RegorzStatistik]

I would only interpret adjusted R squared when comparing two or more models with different numers of predictors.

[@leaschiemann5080]

Thank you very much! Can I use lmrob if my predictor is categorical?

[@RegorzStatistik]

I haven't tried it yet, but with a binary predictor it should work. For more of two categories you need dummy coding and I don't know whether lmrob builds those automatically or whether you have to do this before running the robust regression.

[@shubhrachoudhary9450]

if the intercept is significant what does it imply? should the intercept be significant of insignificant?

[@RegorzStatistik]

The same as in the OLS regression: That the intercept is different from zero (which is in 99% of the cases not very interesting).

[@caduguimaraes]

Thanks

[@shubhrachoudhary9450]

how to make a prediction model from the robust regression results

[@RegorzStatistik]

I haven't used it for that, yet. But you do get regression weights as a result of the robust regression. I think you could use those for prediction purposes.