"EMA crippled model" - CVwR estimation and ODA in R [🇷 for BE/BA]

posted by d_labes  – Berlin, Germany, 2015-08-27 15:17 (3584 d 09:44 ago) – Posting: # 15358
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Dear Mittyri,

❝ I mean the R code for CVwr estimation and outliers detection in Reference dataset according to ... EMA GL:


since I have to do my daily work with SAS I don't have an R solution for doing this out of the box.

But I think it should not that complicated to do the estimation of CVwR and this could be programmed even by a novice in R.
Part I: Estimation of CVwR
Part II - ODA
It is another story and is a grey zone. An outlier test is not expected. So simply create a boxplot from the residuals, cross your fingers and hope that not suspected "outliers" are visible:

boxplot(muddleR$residuals)


This is of course only a rough description just in this moment came to my mind. Intended to give you a starting point. Needs to be tested and validated before going in production. Needs also to make a nice printout of the results. It's up to you.

Regards,

Detlew

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