beta0<-0.2 beta1<-4 sigma<-sqrt(1.62) x1<-rnorm(n=25,mean=4,sd=1.1) epsilon<-rnorm(n=25,mean=0,sd=sigma) y<-beta0+beta1*x1+epsilon x1 y e<-summary(lm(y~x1))$residuals p<-((1:25)-0.5)/25 ee<-sort(e) plot(ee,p,main="Normal Probability Plot",xlab="e") abline(lm(p~ee)) summary(lm(y~x1))$coefficients summary(lm(y~x1))$r.squared summary(lm(y~x1))$sigma anova(lm(y~x1)) library(MASS) summary(rlm(y~x1,psi=psi.huber, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.huber, method="M",init="lts"))$sigma summary(rlm(y~x1,psi=psi.hampel, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.hampel, method="M",init="lts"))$sigma summary(rlm(y~x1,psi=psi.bisquare, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.bisquare, method="M",init="lts"))$sigma summary(rlm(y~x1, method="MM"))$coefficients summary(rlm(y~x1, method="MM"))$sigma lmsreg(y~x1)$coefficients x1<-c(x1,-30,45,50) y<-c(y,50,100,120) plot(x1,y) e<-summary(lm(y~x1))$residuals p<-((1:28)-0.5)/28 ee<-sort(e) plot(ee,p,main="Normal Probability Plot",xlab="e") abline(lm(p~ee)) summary(lm(y~x1))$coefficients summary(lm(y~x1))$r.squared summary(lm(y~x1))$sigma anova(lm(y~x1)) summary(rlm(y~x1,psi=psi.huber, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.huber, method="M",init="lts"))$sigma summary(rlm(y~x1,psi=psi.hampel, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.hampel, method="M",init="lts"))$sigma summary(rlm(y~x1,psi=psi.bisquare, method="M",init="lts"))$coefficients summary(rlm(y~x1,psi=psi.bisquare, method="M",init="lts"))$sigma summary(rlm(y~x1, method="MM"))$coefficients summary(rlm(y~x1, method="MM"))$sigma lmsreg(y~x1)$coefficients
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