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)
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
design matrix
response vector
robust fit as returned by MMPY
or SMPY
least squares fit as returned by lm.fit
a list of control parameters as returned by lmrobdet.control
Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca
DCML
, MMPY
, SMPY