An object of class "heavyLm"
or "heavyMLm"
for multiple responses
which represents the fitted model. Generic functions print
and summary
,
show the results of the fit.
The following components must be included in a legitimate "heavyLm"
object.
calla list containing an image of the heavyLm
call that produced the object.
familythe heavy.family
object used, with the estimated shape parameters (if requested).
coefficientsfinal estimate of the coefficients vector.
sigma2final scale estimate of the random error (only available for univariate regression models).
Sigmaestimate of scatter matrix for each row of the response matrix (only available for objects of class "heavyMLm"
).
fitted.valuesthe fitted mean values.
residualsthe residuals, that is response minus fitted values.
logLikthe log-likelihood at convergence.
numIterthe number of iterations used in the iterative algorithm.
weightsestimated weights corresponding to the assumed heavy-tailed distribution.
distancessquared of scaled residuals or Mahalanobis distances.
acovasymptotic covariance matrix of the coefficients estimates.