Robust regression using Huber's psi-function which provides P-values
frobregp(y,x,cn=1,sg=0,q=-1,ind=0,inr=T,xinr=F)
Dependent variable
Covariates
Tuning parameter for Huber's psi-function
Scale
The number of covariates available
The subset of covariates for which the results are required
Logical, TRUE to include intercept
Logical TRUE if x already includes intercept
ppi In order the subset ind, the regression coefficients, the P-values, the standard P-values
res Residuals
sig Scale
# NOT RUN { data(boston) a<-frobregp(boston[,14],boston[,1:13]) # }
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