This function is used to fit linear models considering Laplace errors.
lad(formula, data, method = c("BR", "EM"), subset, na.action,
control, model = TRUE, x = FALSE, y = FALSE, contrasts = NULL)
an object of class "formula"
: a symbolic description of
the model to be fitted.
an optional data frame containing the variables in the model. If
not found in data
, the variables are taken from environment(formula)
,
typically the environment from which lad
is called.
character string specifying the algorithm to use. The default
algorithm is the Barrodale and Roberts algorithm method = "BR"
. Other
possible value is method = "EM"
for an EM algorithm using IRLS.
an optional expression indicating the subset of the rows of data that should be used in the fit.
a function that indicates what should happen when the data contain NAs.
a list of control values for the estimation algorithm to replace
the default values returned by the function l1pack.control
.
logicals. If TRUE
the corresponding components of
the fit (the model frame, the model matrix, the response) are returned.
an optional list. See the contrasts.arg
of model.matrix.default
.
an object of class lad
representing the linear model fit. Generic
function print
, show the results of the fit.
The functions print
and summary
are used to obtain and print a summary
of the results. The generic accessor functions coefficients
, fitted.values
and residuals
extract various useful features of the value returned by lad
.
Barrodale, I., and Roberts, F.D.K. (1974). Solution of an overdetermined system of equations in the L1 norm. Communications of the ACM 17, 319-320.
Phillips, R.F. (2002). Least absolute deviations estimation via the EM algorithm. Statistics and Computing 12, 281-285.
# NOT RUN {
fm <- lad(stack.loss ~ ., data = stackloss, method = "BR")
summary(fm)
# }
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