drop1.lmrobdetMM: RFPE of submodels of an 'lmrobdetMM' fit

In RobStatTM: Robust Statistics: Theory and Methods

RFPE of submodels of an lmrobdetMM fit

Description

This function computes the RFPE for the MM-estimators obtained with lmrobdetMM by recomputing it, successively removing each of a number of specified terms. It is used internally by step.lmrobdetMM and not meant to be used directly.

Usage

## S3 method for class 'lmrobdetMM'
drop1(object, scope, scale, keep, ...)

Arguments

object	the MM element (of class lmrob) in an object of class lmrobdetMM.
scope	an optional formula giving the terms to be considered for dropping. Typically this argument is omitted, in which case all possible terms are dropped (without breaking hierarchy rules). The scope can also be a character vector of term labels. If the argument is supplied as a formula, any . is interpreted relative to the formula implied by the object argument.
scale	an optional residual scale estimate. If missing the residual scale estimate in object is used.
keep	a character vector of names of components that should be saved for each subset model. Only names from the set "coefficients", "fitted" and "residuals" are allowed. If keep == TRUE, the complete set is saved. The default behavior is not to keep anything.
...	additional parameters to match generic method drop1

Value

An anova object consisting of the term labels, the degrees of freedom, and Robust Final Prediction Errors (RFPE) for each subset model. If keep is missing, the anova object is returned. If keep is present, a list with components "anova" and "keep" is returned. In this case, the "keep" component is a matrix of mode "list", with a column for each subset model, and a row for each component kept.

Author(s)

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

References

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

See Also

lmrobdetMM

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