fsdalts
ObjectsAn object of class fsdalts.object
holds information about
the result of a call to fsreg
.
The object itself is basically a list
with the following
components:
If rew=TRUE
all subsequent output refers to reweighted else no reweighting is done.
p-by-1 vector containing the estimated regression parameters.
p x 1 vector containing the units forming subset associated with bLMS (bLTS).
residuals.
scale estimate of the residuals.
Vector like y containing weights. The elements of this vector are 0 or 1. These weights identify the h observations which are used to compute the final LTS (LMS) estimate. sum(weights)=h if there is not a perfect fit otherwise sum(weights) can be greater than h
The number of observations that have determined the LTS (LMS) estimator, i.e. the value of h.
vector containing the list of the units declared as outliers using confidence level specified in input scalar conflev.
confidence level which is used to declare outliers.
Remark: conflev
will be used to draw the horizontal lines (confidence bands) in the plots. Default value is 0.975
Number of subsets wihtout full rank. Notice that if this number is greater than 0.1*(number of subsamples) a warning is produced
the data matrix X
the response vector y
The object has class "fsdalts".
# NOT RUN {
(out <- fsreg(Y~., data=hbk, method="LTS"))
class(out)
summary(out)
# }
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