These are objects of class lmRob
which represent the robust fit of a linear regression model, as estimated by lmRob
function.
vector of coefficients for the robust regression. If est="final"
, these are final estimates; if est="initial"
, these are initial estimates.
the vector of coefficients for the initial estimate, if est="final"
.
the scale estimate computed using the initial estimates.
the residual vector corresponding to the estimates returned in coefficients
.
the residual vector corresponding to the estimates returned in T.coefficients
.
the fitted values corresponding to the estimates returned in coefficients
.
the fitted values corresponding to the estimates returned in T.coefficients
.
the estimated covariance matrix of the estimates in coefficients
.
the estimated covariance matrix of the estimates in T.coefficients
.
the rank of the design matrix x
.
the number of iterations required to refine the initial estimates.
the degrees of freedom in the residuals (the number of rows in x
minus the rank of x
).
a character string that specifies the type of estimates returned. If est="initial"
, the initial estimates are returned; if est="final"
, the final estimates are returned.
a list of control parameters, passed to the function lmRob
as the robust.control
argument that produced the lmRob
object.
a list of control parameters, passed to the function lmRob
as the genetic.control
argument that produced the lmRob
object, if present.
the robust deviance if final MM-estimates are returned.
the robust deviance corresponding to initial S-estimates if applies.
the fraction of variation in y
explained by the robust regression on x
corresponding to the final MM-estimates in coefficients
, if applies.
the fraction of variation in y
explained by the robust regression on x
corresponding to the initial S-estimates in T.coefficients
, if applies.
the robust estimate weights corresponding to the final MM-estimates in coefficients
, if applies.
the robust estimate weights corresponding to the initial S-estimates in T.coefficients
, if applies.
the number of iterations required to compute the final MM-estimates of the coefficients, if applies.
an image of the call that produced the object, but with the arguments all named and with the actual formula included as the formula
argument.
the same as the assign
component of an "lm"
object.
the same as the contrasts
component of an "lm"
object.
the same as the terms
component of an "lm"
object.
This class of objects is returned from the lmRob
function.
add1
, anova
, coef
, deviance
, drop1
, fitted
, formula
, labels
, plot
, print
, residuals
, summary
, update
.
The following components must be included in a legitimate "lmRob"
object:
lmRob
.