Description Usage Arguments Details Value Methods (by class) References Examples
View source: R/bootcoefs-methods.R
This function provides an easy interface and useful output to bootstrapping the regression coefficients of robust linear regression models
1 2 3 4 5 6 7 8 9 10 | bootcoefs(object, R = 999, method = c("frb", "residuals", "cases"),
ncpus = NULL, cl = NULL, ...)
## S3 method for class 'complmrob'
bootcoefs(object, R = 999, method = c("frb",
"residuals", "cases"), ncpus = NULL, cl = NULL, ...)
## S3 method for class 'lmrob'
bootcoefs(object, R = 999, method = c("frb",
"residuals", "cases"), ncpus = NULL, cl = NULL, ...)
|
object |
the model to bootstrap the coefficients from |
R |
the number of bootstrap replicates. |
method |
one of |
ncpus |
the number of CPUs to utilize for bootstrapping. |
cl |
a snow or parallel cluster to use for bootstrapping. |
... |
currently ignored. |
If 'object' is created by 'complmrob' the default method is to use fast and robust bootstrap (FRB) as described in the paper by M. Salibian-Barrera, et al (2008). The same default is used if 'object' is an MM-estimate created by ‘lmrob(..., method = ’SM')'. The other options are to bootstrap the residuals or to bootstrap cases (observations), but the sampling distribution of the estimates from these methods can be numerically unstable and take longer to compute. If the 'object' is a robust estimate created by 'lmrob', but not an MM-estimate, the default is to bootstrap the residuals.
A list of type bootcoefs
for which print
,
summary
and plot
methods are available
complmrob
: For robust linear regression models with compositional data
lmrob
: For standard robust linear regression models
M. Salibian-Barrera, S. Aelst, and G. Willems. Fast and robust bootstrap. Statistical Methods and Applications, 17(1):41-71, 2008.
1 2 3 4 5 6 |
Robust linear regression with compositional covariates
complmrob(formula = lifeExp ~ ., data = data)
Standard errors and derived statistics are base on 200 bootstrap replications
Coefficients:
Estimate bias Std. Error Pr(b<>0)
(Intercept) 70.65261 -0.24198 2.06894 0.00498 **
Murder -2.23318 -0.01281 0.46259 0.00498 **
Assault -1.04628 0.12812 1.10469 0.18905
Rape 3.27946 -0.15222 0.61214 0.00498 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Confidence intervals:
Estimate 2.5 % 97.5 %
(Intercept) 70.6526 65.6610 74.2156
Murder -2.2332 -3.3032 -1.3616
Assault -1.0463 -2.6442 1.6064
Rape 3.2795 1.9121 4.2620
Robust residual standard error: 0.6931
Multiple R-squared: 0.7115 Adjusted R-squared: 0.6992
Warning: Ignoring unknown aesthetics: ymax
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