An object of class mmreg.object
holds information about
the result of a call to fsreg
with method="MM"
.
The object itself is basically a list
with the following
components:
p-by-1 vector containing the MM estimate of regression coefficients.
scalar, S estimate of the scale (or supplied external estimate of scale, if option InitialEst is not empty).
residuals.
fitted values.
n x 1 vector. Weights assigned to each observation.
p x 1 vector containing S estimate of regression coefficients (or supplied initial external estimate of regression coefficients, if option InitialEst is not empty)
Number of subsets without full rank in the S preliminary part. Notice that out.singsub > 0.1*(number of subsamples) produces a warning.
kx1 vector containing the list of the k units declared as outliers or NULL if the sample is homogeneous.
Confidence level which is used to declare units as outliers.
Usually conflev=0.95, 0.975, 0.99
(individual alpha) or
conflev=1-0.05/n, 1-0.025/n, 1-0.01/n
(simultaneous alpha).
Default value is 0.975
Specifies the rho function which has been used to weight
the residuals. If a different rho function is specified for S and MM
loop then insted of rhofunc
we will have rhofuncS
and
rhofuncMM
.
Vector which contains the additional parameters for the specified
rho function which has been used. For hyperbolic rho function the value of k =sup CVC.
For Hampel rho function the parameters a, b and c. If a different rho function is
specified for S and MM loop then insted of rhofuncparam
we will have
rhofuncparamS
and rhofuncparamMM
.
the data matrix X
the response vector y
The object has class "mmreg".
# NOT RUN {
(out <- fsreg(Y~., data=hbk, method="MM"))
class(out)
summary(out)
# }
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