rb.lmRob

Computes a robust bootstrap estimate of the standard error for each coefficient estimate in a robustly fitted linear model. This function is called by <code>summary.lmRob</code> and is not intended to be called directly by users.

robust

regression

Methods for robust statistics, a state of the art in the early
2000s, notably for robust regression and robust multivariate analysis.

Valentin Todorov

Port of the S+ "Robust Library"

Jiahui Wang

Ruben Zamar

Alfio Marazzi

Victor Yohai

Matias Salibian-Barrera

Ricardo Maronna

Eric Zivot

David Rocke

Doug Martin

Martin Maechler

Kjell Konis

rb.lmRob function

<dl><dt>lmRob.object</dt>
<dd>an lmRob object.</dd>
<dt>M</dt>
<dd>a positive integer giving the number of bootstrap subsamples.</dd>
<dt>seed</dt>
<dd>a positive integer specifying the seed for the random number generator.</dd>
<dt>fixed</dt>
<dd>a logical value. This should be set to <code>TRUE</code>.</dd></dl>

Arguments

Robust Bootstrap Standard Errors — rb.lmRob

<dl>

<dt>lmRob.object</dt>
<dd>an lmRob object.</dd>


<dt>M</dt>
<dd>a positive integer giving the number of bootstrap subsamples.</dd>


<dt>seed</dt>
<dd>a positive integer specifying the seed for the random number generator.</dd>


<dt>fixed</dt>
<dd>a logical value. This should be set to <code>TRUE</code>.</dd>

</dl>

Robust Bootstrap Standard Errors

rb.lmRob: Robust Bootstrap Standard Errors

Description

Usage

Value

Arguments

See Also