DCML: DCML regression estimator

In RobStatTM: Robust Statistics: Theory and Methods

DCML regression estimator

Description

This function computes the DCML regression estimator. This function is used internally by lmrobdetDCML, and not meant to be used directly.

Usage

DCML(x, y, z, z0, control)

Arguments

x	design matrix
y	response vector
z	robust fit as returned by MMPY or SMPY
z0	least squares fit as returned by lm.fit
control	a list of control parameters as returned by lmrobdet.control

Value

a list with the following components

coefficients	the vector of regression coefficients
cov	the estimated covariance matrix of the DCML regression estimator
residuals	the vector of regression residuals from the DCML fit
scale	a robust residual (M-)scale estimate
t0	the mixing proportion between the least squares and robust regression estimators

Author(s)

Victor Yohai, [e-mail], Matias Salibian-Barrera, [e-mail]

References

http://www.wiley.com/go/maronna/robust

See Also

DCML, MMPY, SMPY

RobStatTM documentation built on Nov. 28, 2023, 1:11 a.m.