bias: Calculate Bias for a Fitted Model Object

In stamats/rmx: Radius-Minimax Estimators

Calculate Bias for a Fitted Model Object

Description

The function bias extracts or calculates bias of a fitted model object.

Usage

bias(object, ...)

## S3 method for class 'rmx'
bias(object, ...)

Arguments

object	a fitted model object, especially an object of S3 class rmx.
...	further arguments passed through.

Details

The function is inspired by function vcov.

In case of optimally-robust RMX estimators the maximum asymptotic bias is extracted and returned.

Value

Numeric vector with the bias.

Author(s)

Matthias Kohl [e-mail]

References

Kohl, M. (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Application, 19(3):333-354.

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

See Also

rmx, mse

Examples

ind <- rbinom(100, size=1, prob=0.05) 
x <- rnorm(100, mean=ind*3, sd=(1-ind) + ind*9)
res <- rmx(x, eps.lower = 0.01, eps.upper = 0.1)
bias(res)

stamats/rmx documentation built on Sept. 29, 2023, 7:13 p.m.