normalp (version 0.7.0)

summary.lmp: Summarize linear model fits with exponential power distribution errors

Description

This function is the summary method for class "lmp". This function produces a set of results for a linear regression model. By assuming that in a linear regression model the errors are distributed as an exponential power distribution, we can use the function lmp.

Usage

# S3 method for lmp
summary(object, ...)
# S3 method for summary.lmp
print(x, ...)

Arguments

object

An object of class "lmp", a result of a call to lmp.

x

An object of class "summary.lmp".

...

Further arguments passed to or from other methods.

Value

The function summary returns a list of summary statistics of the fitted linear model given in lmp, using the components (list elements) call and terms from its argument, plus

Call

The matched call.

Residuals

A summary of the vector of residuals \(e_i\).

Coefficients

Vector of coefficients.

Estimate of p

An estimate of the shape parameter \(p\).

Power deviation of order p

The power deviation of order \(p\) given by $$S_p = \left[\frac{\sum e_i^p}{n-q}\right]^\frac{1}{p}$$ where \(q\) is either the number of the estimated regression coefficients if \(p\) is known, either the number of the estimated regression coefficients plus 1 if \(p\) is estimated.

Examples

# NOT RUN {
x<-runif(30)
e<-rnormp(30,0,3,1.25)
y<-0.5+x+e
L<-lmp(y~x)
summary(L)
# }