summary.mblm: Summarizing median-based linear models

In mblm: Median-Based Linear Models

Description

'summary' method for class 'mblm'

Usage

## S3 method for class 'mblm'
summary(object, ...)

Arguments

object	an object of class 'mblm', usually, a result of a call to 'mblm'.
...	additional arguments

Details

This function is based on summary.lm code, and the base difference is use of nonparametric wilcox.test to obtain significance and mad instead of standard error of estimates. Of course you can force standard lm behavior by calling summary.lm, but values received in such way has low cognitive value.

Value

For the return value, see summary.lm. Summary of 'mblm' class does not contain R-squared values and F-test result.

Note

The significance of estimators can be computed more "lege artis" based on Kendall's tau, as suggested by Sen, but today such feature is not yet implemented.

Author(s)

Lukasz Komsta

References

Theil, H. (1950) A rank invariant method for linear and polynomial regression analysis. Nederl. Akad. Wetensch. Proc. Ser. A 53, 386-392 (Part I), 521-525 (Part II), 1397-1412 (Part III).

Sen, P.K. (1968). Estimates of Regression Coefficient Based on Kendall's tau. J. Am. Stat. Ass. 63, 324, 1379-1389.

Siegel, A.F. (1982). Robust Regression Using Repeated Medians. Biometrika, 69, 1, 242-244.

See Also

summary.lm, mblm, confint.mblm

Examples

set.seed(1234)
x <- 1:10+rnorm(10)
y <- x+rnorm(10)
y[10] <- 20
fit <- mblm(y~x)
summary(fit)

mblm documentation built on May 2, 2019, 2:13 p.m.