Draft

# Alternative approaches

Robust, quantile and major axis regression

R
model fitting
Author

Pedro J. Aphalo

Published

2023-11-30

Modified

2023-11-30

Abstract
In this page I give a brief presentation on alterative approaches to OLS fitting of linear models using R. I use robust linear models, quantile regression and major axis regression as examples. I rely heavily on diagrams and data plots.
Keywords

predicted values, residual values, parameter estimates, model formulas

# 1 Introduction

Tip

In this page some code chunks are “folded” so as to decrease the clutter. Above the R output, text or plots, you will find a small triangle followed by “Code”. Clicking on the triangle “unfolds” the code chunk making visible the R code used to produce the output shown. The code in the chunks can be copied by clicking on the top right corner, where an icon appears when the mouse cursor hovers over the code listing.

Attach packages used for plotting.

Code
``````library(ggpmisc)
library(broom)
theme_set(theme_bw(16))``````

# 2 Robust and resistant statistics

If changing a small part of the body of data, perhaps drastically, can change the value of the summary substantially, the summary is not resistant. Example: the mean.

Conversely, if a change of a small part of the data, no matter what part or how much, fails to change the summary substantially, the summary is said to be resistant. Example: the median.

Robustness: lack of susceptibility to the effects of non-normality.

Robustness of validity. example: confidence interval for the population median based on the sign test.

Robustness of efficiency: how much information is extracted from the data under different situations.

A robust statistic performs well under different circumstances.

# 3 Quantile regression

Last week we saw that there is a parallel between fitting a lineal model, and the estimation of the mean.

# 4 Robust and resistant regression

Robust regression methods are at least partially resistant to outliers, those called resistant methods are even more resistant.

There are several methods that can be used for robust regression.

There are also several methods for resistant regression.

In most cases solutions are calculated by approximation using iterative algorithms.

As an oversimplification it can be said that these methods assign a weight to each observation based on the relationship between an assumed distribution of residuals (e.g., Normal) and the empirical observed distribution of residuals.

# 5 Major axis regression

The example above only demonstrates how different the fitted lines can be, but in practice, given the extreme outliers, it does not make sense to assume that they are not exceptional. This does not necessarily mean that we can ignore or remove these observations, as they may contain important information, but possibly they will need to be studied as separate cases.

We will use package ‘lmodel2’ and a different example data set that is a real use case. If you have data from surveys where you want to study relationships between measured variables that are subject to random variation then OLS linear regression is likely to bias the slope estimates. For details read the vignette that accompanies ‘lmodel2’.