lad.fit-methods: Fit a least absolute deviation (LAD) regression model
Description
Fits a linear model using LAD methods, returning the bare minimum computations.
Usage
lad.fit.BR(x, y, tol = 1e-7, level = 0.95)
lad.fit.EM(x, y, tol = 1e-7, maxiter = 200, level = 0.95)
Value
The bare bones of a lad object: the coefficients, residuals, fitted values,
and some information used by summary.lad.
Arguments
x, y
numeric vectors or matrices for the predictors and the response in
a linear model. Typically, but not necessarily, x will be constructed by
one of the fitting functions.
tol
the relative tolerance for the iterative algorithm. Default is tol = 1e-7.
maxiter
The maximum number of iterations for the EM method. Default to 200.
level
the confidence level required for estimating the nuisance parameter
involved in the asymptotic covariance matrix.