lmrob_methods: Generate matrix of estimating equations for 'lmrob()' fit

In propertee: Standardization-Based Effect Estimation with Optional Prior Covariance Adjustment

Generate matrix of estimating equations for lmrob() fit

Description

Generate matrix of estimating equations for lmrob() fit

Extract bread matrix from an lmrob() fit

Usage

## S3 method for class 'lmrob'
estfun(x, ...)

## S3 method for class 'lmrob'
bread(x, ...)

Arguments

x	An lmrob object produced using an MM/SM estimator chain
...	Additional arguments to be passed to bread

Details

This is part of a workaround for an issue in the robustbase code affecting sandwich covariance estimation. The issue in question is issue #6471, robustbase project on R-Forge. This function contributes to providing sandwich estimates of covariance-adjusted standard errors for robust linear covariance adjustment models.

This is part of a workaround for an issue in the robustbase code affecting sandwich covariance estimation. The issue in question is issue #6471, robustbase project on R-Forge. This function contributes to providing sandwich estimates of covariance-adjusted standard errors for robust linear covariance adjustment models.

Value

A n\times (p+1) matrix where the first column corresponds to the scale estimate and the remaining p colums correspond to the coefficients

A p\times (p+1) matrix where the first column corresponds to the scale estimate and the remaining p colums correspond to the coefficients

Author(s)

Ben B. Hansen

propertee documentation built on Aug. 22, 2025, 1:09 a.m.