This function computes the DCML regression estimator. This function is used
internally by lmrobdetDCML
, and not meant to be used
directly.
DCML(x, y, z, z0, control)
design matrix
response vector
least squares fit as returned by lm.fit
a list of control parameters as returned by lmrobdet.control
a list with the following components
the vector of regression coefficients
the estimated covariance matrix of the DCML regression estimator
the vector of regression residuals from the DCML fit
a robust residual (M-)scale estimate
the mixing proportion between the least squares and robust regression estimators