anova.lmRob: ANOVA for Robust Linear Model Fits

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

Description

Compute an analysis of variance table for one or more robust linear model fits.

Usage

## S3 method for class 'lmRob'
anova(object, ..., test = c("RF", "RWald"))
## S3 method for class 'lmRoblist'
anova(object, const, ipsi, yc, test = c("RWald", "RF"), ...) 

Arguments

object	an lmRob object.
...	additional arguments required by the generic anova function. If ... contains additional robustly fitted linear models then the function anova.lmRoblist is dispatched.
const	a numeric value containing the tuning constant.
ipsi	an integer value specifying the psi-function.
yc	a numeric value containing the tuning constant.
test	a single character value specifying which test should be computed in the Anova table. The possible choices are "RWald" and "RF".

Details

The default test used by anova is the "RWald" test, which is the Wald test based on robust estimates of the coefficients and covariance matrix. If test is "RF", the robustified F-test is used instead.

Value

an anova object.

References

Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W. A. (1986). Robust statistics: the approach based on influence functions. John Wiley & Sons.

See Also

lmRob, anova.

Examples

data(stack.dat)
stack.small <- lmRob(Loss ~ Water.Temp + Acid.Conc., data = stack.dat)
stack.full <- lmRob(Loss ~ ., data = stack.dat)
anova(stack.full)
anova(stack.full, stack.small)

Example output

Loading required package: fit.models

Terms added sequentially (first to last)

            Chisq Df RobustF     Pr(F)    
(Intercept)        1                      
Air.Flow           1  41.228 6.026e-11 ***
Water.Temp         1   6.522  0.009257 ** 
Acid.Conc.         1   0.551  0.449386    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Response: Loss
     Terms     Df RobustF     Pr(F)    
[1,]     1   1                         
[2,]     2   1  1  27.354 9.839e-08 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

robust documentation built on May 2, 2019, 5:20 p.m.