glmRob.object: Robust Generalized Linear Model Fit

In robust: Port of the S+ "Robust Library"

Robust Generalized Linear Model Fit

Description

These are objects of class glmRob which represent the robust fit of a generalized linear regression model, as estimated by glmRob().

Value

coefficients	the coefficients of the linear.predictors, which multiply the columns of the model matrix. The names of the coefficients are the names of the single-degree-of-freedom effects (the columns of the model matrix). If the model is over-determined there will be missing values in the coefficients corresponding to inestimable coefficients.
linear.predictors	the linear fit, given by the product of the model matrix and the coefficients.
fitted.values	the fitted mean values, obtained by transforming linear.predictors using the inverse link function.
residuals	the residuals from the final fit; also known as working residuals, they are typically not interpretable.
deviance	up to a constant, minus twice the log-likelihood evaluated at the final coefficients. Similar to the residual sum of squares.
null.deviance	the deviance corresponding to the model with no predictors.
family	a 3 element character vector giving the name of the family, the link and the variance function.
rank	the number of linearly independent columns in the model matrix.
df.residuals	the number of degrees of freedom of the residuals.
call	a copy of the call that produced the object.
assign	the same as the assign component of an "lm" object.
contrasts	the same as the contrasts component of an "lm" object.
terms	the same as the terms component of an "lm" object.
ni	vector of the number of repetitions on the dependent variable. If the model is poisson then ni is a vector of 1s.
weights	weights from the final fit.
iter	number of iterations used to compute the estimates.
y	the dependent variable.
contrasts	the same as the contrasts term of an "lm" object. The object will also contain other components related to the numerical fit that are not relevant for the associated methods.

Methods

anova, coefficients, deviance, fitted.values, family, formula, plot, print, residuals, summary.

Structure

The following components must be included in a legitimate "glmRob" object. Residuals, fitted values, and coefficients should be extracted by the generic functions of the same name, rather than by the "\$" operator. The family function returns the entire family object used in the fitting, and deviance can be used to extract the deviance of the fit.

See Also

glmRob.

robust documentation built on Sept. 11, 2024, 5:16 p.m.