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Does anyone know about any R code to perform LAD(Least Absolute Deviation) Regression for Multiple Predictors ?


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Jasdeep Pannu
Auburn University
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This website gives an overview of robust statistical methods in R:
     http://cran.r-project.org/web/views/Robust.html

It says, "Note that Koenker's quantile regression package quantreg contains L1 (aka LAD, least absolute deviations)-regression as a special case, doing so also for nonparametric regression via splines."
     http://cran.r-project.org/web/packages/quantreg/index.html

You might want to look at rq() function and check out the vignettes
     http://cran.r-project.org/web/packages/quantreg/vignettes/rq.pdf

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Jean Adams
USGS Great Lakes Science Center
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