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ltsbase (version 1.0.1)
ltsbaseDefault: Fitting the Ridge and Liu Regression Models based on LTS Method
Description
Returns the fitted values and the residuals of the model having minimum MSE.
Usage
ltsbaseDefault(xdata, y, alpha = alpha, by = by)
Arguments
xdata
a data frame of regressors.
y
y
response variable.
alpha
the percentage of squared residuals whose sum will be minimized. Alpha must be between 0.5 and 1.
by
the increment of the sequence.
Value
fitted.val
fitted values of the corresponding model.
res
residuals of the corresponding model.