betas.lmr: Compute standardized beta coeffizients for robust linear...

In betas: Standardized Beta Coefficients

Description

Compute standardized beta coeffizients for robust linear regression models

Usage

betas.lmr(object, classic = FALSE)

Arguments

object	A model of class lmRob.
classic	Logical TRUE for classic covariance estimation.

Value

Vector with standardized beta coefficients.

Examples

library(robust)
data <- pisa2012che

## robust estimation of betas
fit1 <- lmRob(MATH ~ ESCS, data)
betas.lmr(fit1)

## example where robust variance cannot be computed,
## instead the classical variance is used.
fit2 <- lmRob(MATH ~ ESCS + USEMATH, data)
betas.lmr(fit2)

Example output

Loading required package: fit.models
     ESCS 
0.4200289 
       ESCS     USEMATH 
 0.43196906 -0.09515395 
Warning message:
In betas.lmr(fit2) :
  covRob() coud not be computed, instead covClassic() was applied.

betas documentation built on May 2, 2019, 5:52 a.m.