vcov.hbrfit: Variance-covariance of regression estimates based on an HBR...

In kloke/hbrfit: High breakdown rank-based (HBR) estimation for linear models

Variance-covariance of regression estimates based on an HBR fit.

Description

Variance-covariance of regression estimates based on an HBR fit.

Usage

## S3 method for class 'hbrfit'
vcov(object,...)

Arguments

object	object of class 'hbrfit'. usually the result of a call to 'hbrfit'.
...	additional arguments. currently unused.

Value

(p+1) x (p+1) variance covariance matrix where p is the ncol(x) and x is the design matrix.

Author(s)

Jeff Terpstra, Joe McKean, John Kloke

References

Chang, W. McKean, J.W., Naranjo, J.D., and Sheather, S.J. (1999), High breakdown rank-based regression, Journal of the American Statistical Association, 94, 205-219.

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Terpstra, J. and McKean, J.W. (2005), Rank-based analyses of linear models using R, Journal of Statistical Software, 14(7).

See Also

hbrfit

Examples

n<-40 ; p<-2
x<-matrix(rnorm(n*p),ncol=p)
y<-rnorm(n)
vcov(hbrfit(y~x))
vcov(rfit(y~x))

kloke/hbrfit documentation built on Nov. 17, 2023, 2:33 p.m.