rb.lmRob: Robust Bootstrap Standard Errors

View source: R/rb.lmRob.q

rb.lmRobR Documentation

Robust Bootstrap Standard Errors

Description

Computes a robust bootstrap estimate of the standard error for each coefficient estimate in a robustly fitted linear model. This function is called by summary.lmRob and is not intended to be called directly by users.

Usage

rb.lmRob(lmRob.object, M = 1000, seed = 99, fixed = TRUE)

Arguments

lmRob.object

an lmRob object.

M

a positive integer giving the number of bootstrap subsamples.

seed

a positive integer specifying the seed for the random number generator.

fixed

a logical value. This should be set to TRUE.

Value

a numeric vector of robust bootstrap standard error estimates.

See Also

lmRob, summary.lmRob.


robust documentation built on July 9, 2023, 6:14 p.m.