sfsmisc (version 1.1-19)

f.robftest: Robust F-Test: Wald test for multiple coefficients of rlm() Object

Description

Compute a robust F-Test, i.e., a Wald test for multiple coefficients of an rlm object.

Usage

f.robftest(object, var = -1)

Value

An object of class "htest", hence with the standard print methods for hypothesis tests. This is basically a list with components

statistic

the F statistic, according to ...

df

numerator and denominator degrees of freedom.

data.name

(extracted from input object.)

alternative

"two.sided", always.

p.value

the P-value, using an F-test on statistic and df[1:2].

Arguments

object

result of rlm().

var

variables. Either their names or their indices; the default, -1 means all but the intercept.

Author

Werner Stahel, July 2000; updates by Martin Maechler.

Details

This builds heavily on summary.rlm(), the summary method for rlm results.

References

FIXME --- Need some here !

See Also

rlm, summary.aov, etc.

Examples

if(require("MASS")) {
  ## same data as  example(rlm)
  data(stackloss)
  summary(rsl <- rlm(stack.loss ~ ., stackloss))
  f.robftest(rsl)
 } else  " forget it "