ltsbase (version 1.0.1)

ltsbaseSummary: Summarizing the results of the best model

Description

Returns and lists the minimum MSE value, the biasing parameter obtained at that minimum MSE value and extract the coefficients of the corresponding regression model given in object.

Usage

ltsbaseSummary(object)

Arguments

object

an object of class "ltsbase", usually, a result of a call to ltsbase.

Details

The model fitted includes no intercept term. ltsbaseSummary computes the modified MSE for Ridge and Liu estimates based on LTS method.

References

There are other MSE comparisons of the estimators such as:

F. Akdeniz and H. Erol (2003) Mean squared error matrix comparisons of some biased estimators in linear regression, Comm. Statist. Theory Methods, 32, 2389-2413.