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This is an artificial data set, cleverly construced and used by Antille and May to demonstrate ‘problems’ with LMS and LTS.
data(exAM, package="robustbase")
A data frame with 12 observations on 2 variables, x and y.
x
y
Because the points are not in general position, both LMS and LTS typically fail; however, e.g., rlm(*, method="MM") “works”.
rlm(*, method="MM")
data(exAM) plot(exAM) summary(ls <- lm(y ~ x, data=exAM)) abline(ls)
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