drop1.lmRob
is used to investigate a robust Linear Model object by
recomputing it, successively omitting each of a number of specified terms.
# S3 method for lmRob
drop1(object, scope, scale, keep, fast = FALSE, ...)
An anova
object is constructed, consisting of the term labels, the degrees of freedom, and Robust Final Prediction Errors (RFPE) for each subset model. If keep
is missing, the anova
object is returned. If keep
is present, a list with components "anova"
and "keep"
is returned. In this case, the "keep"
component is a matrix of mode "list"
, with a column for each subset model, and a row for each component kept.
an lmRob object.
an optional formula
object describing the terms to be dropped. Typically this argument is omitted, in which case all possible terms are dropped (without breaking hierarchy rules). The scope
can also be a character vector of term labels. If the argument is supplied as a formula, any .
is interpreted relative to the formula implied by the object
argument.
a single numeric value containing a residual scale estimate. If missing, the scale estimate in object
is used.
a character vector of names of components that should be saved for each subset model. Only names from the set "coefficients"
, "fitted"
and "residuals"
are allowed. If keep == TRUE
, the complete set is saved. The default behavior is not to keep anything.
a logical value. If TRUE
the robust initial estimate (used when fitting each of the reduced models) is replaced by a weighted least squares estimate using the robust weights in object
.
additional arguments required by the generic drop1 function.
This function is a method for the generic function drop1
for class "lmRob"
.
data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat)
drop1(stack.rob)
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