Robust ANOVA using the robust package

After fitting a linear regression model using lm, we can feed that into the anova function. Thus, we get the corresponding sum of squares and F-tests. But since analysis of variance (ANOVA) relies on a sum of squares (or linear regression residuals) it also suffers from the presence of outliers.

The mechanics here are quite similar to the non-robust/standard way: first, we do the robust regression model, and then we pass the estimated model into the anova.lmrob function.

Getting ready

In order to run this example, the robust package needs to be installed using install.packages("robust").

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