This function computes a robust regression estimator when there
are categorical / dummy explanatory variables. It uses Pen~a-Yohai
candidates for the S-estimator. This function is used
internally by lmrobdetMM
, and not meant to be used
directly.
SMPY(mf, y, control, split)
model frame
response vector
a list of control parameters as returned by lmrobdet.control
a list as returned by splitFrame
containing the continuous and
dummy components of the design matrix
an lmrob
object witht the M-estimator
obtained starting from the MS-estimator computed with the
Pen~a-Yohai initial candidates. The properties of the final
estimator (efficiency, etc.) are determined by the tuning constants in
the argument control
.