lmRob.object: Robust Linear Model Objects

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

Robust Linear Model Objects

Description

These are objects of class lmRob which represent the robust fit of a linear regression model, as estimated by lmRob function.

Value

coefficients	vector of coefficients for the robust regression. If est="final", these are final estimates; if est="initial", these are initial estimates.
T.coefficients	the vector of coefficients for the initial estimate, if est="final".
scale	the scale estimate computed using the initial estimates.
residuals	the residual vector corresponding to the estimates returned in coefficients.
T.residuals	the residual vector corresponding to the estimates returned in T.coefficients.
fitted.values	the fitted values corresponding to the estimates returned in coefficients.
T.fitted.values	the fitted values corresponding to the estimates returned in T.coefficients.
cov	the estimated covariance matrix of the estimates in coefficients.
T.cov	the estimated covariance matrix of the estimates in T.coefficients.
rank	the rank of the design matrix x.
iter.refinement	the number of iterations required to refine the initial estimates.
df.residuals	the degrees of freedom in the residuals (the number of rows in x minus the rank of x).
est	a character string that specifies the type of estimates returned. If est="initial", the initial estimates are returned; if est="final", the final estimates are returned.
control	a list of control parameters, passed to the function lmRob as the robust.control argument that produced the lmRob object.
genetic.control	a list of control parameters, passed to the function lmRob as the genetic.control argument that produced the lmRob object, if present.
dev	the robust deviance if final MM-estimates are returned.
T.dev	the robust deviance corresponding to initial S-estimates if applies.
r.squared	the fraction of variation in y explained by the robust regression on x corresponding to the final MM-estimates in coefficients, if applies.
T.r.squared	the fraction of variation in y explained by the robust regression on x corresponding to the initial S-estimates in T.coefficients, if applies.
M.weights	the robust estimate weights corresponding to the final MM-estimates in coefficients, if applies.
T.M.weights	the robust estimate weights corresponding to the initial S-estimates in T.coefficients, if applies.
iter.final.coef	the number of iterations required to compute the final MM-estimates of the coefficients, if applies.
call	an image of the call that produced the object, but with the arguments all named and with the actual formula included as the formula argument.
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.

Generation

This class of objects is returned from the lmRob function.

Methods

add1, anova, coef, deviance, drop1, fitted, formula, labels, plot, print, residuals, summary, update.

Structure

The following components must be included in a legitimate "lmRob" object:

See Also

lmRob.

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