glmRob.cubif: Robust GLM CUBIF Fitter

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

Description

Robustly fit a generalized linear model using a conditionally unbiased bounded influence (“cubif”) estimator. This function is called by the high-level function glmRob when method = "cubif" (the default) is specified.

Usage

glmRob.cubif(x, y, intercept = FALSE, offset = 0,
        family = binomial(), null.dev = TRUE, control)

Arguments

x	a numeric model matrix.
y	either a numeric vector containing the response or, in the case of the binomial family, a two-column numeric matrix containing the number of successes and failures.
intercept	a logical value. If TRUE a column of ones is added to the design matrix.
offset	a numeric vector containing the offset.
family	a family object.
null.dev	a logical value. If TRUE the null deviance is computed.
control	a list of control parameters. See glmRob.cubif.control.

Value

See glmRob.object.

References

Kunsch, L., Stefanski L. and Carroll, R. (1989). Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models. JASA 84, 460–466.

Marazzi, A. (1993). Algorithms, routines and S functions for robust statistics. Wadsworth & Brooks/Cole, Pacific Grove, CA.

See Also

glmRob, glmRob.cubif.control.

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