rb.lmRob: Robust Bootstrap Standard Errors

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

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 Sept. 11, 2024, 5:16 p.m.