lsRobTest: Bias Test for Least-Squares Regression Estimates

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

Bias Test for Least-Squares Regression Estimates

Description

Test for bias between least-squares and robust MM linear regression estimates.

Usage

lsRobTest(object, test = c("T2", "T1"), ...)

Arguments

object	an lmRob object (the output of the lmRob function).
test	either "T1" or "T2". Selects the null hypothesis. T2 (the default ): the error distribution not bias inducing. T1: the residual error distribution is normal.
...	additional arguments are ignored.

Examples

rob.fit <- lmRob(stack.loss ~ ., data = stackloss)
lsRobTest(rob.fit)
lsRobTest(rob.fit, test = "T1")

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