ltsbaseDefault: Fitting the Ridge and Liu Regression Models based on LTS...

In ltsbase: Ridge and Liu Estimates based on LTS (Least Trimmed Squares) Method

Description

Returns the fitted values and the residuals of the model having minimum MSE.

Usage

ltsbaseDefault(xdata, y, alpha = alpha, by = by)

Arguments

xdata	a data frame of regressors.
y	y response variable.
alpha	the percentage of squared residuals whose sum will be minimized. Alpha must be between 0.5 and 1.
by	the increment of the sequence.

Value

fitted.val	fitted values of the corresponding model.
res	residuals of the corresponding model.

ltsbase documentation built on May 2, 2019, 8:31 a.m.