robust (version 0.3-0)

lmRob.object: Robust Linear Model Objects

Description

These are objects of class lmRob which represent the robust fit of a linear regression model, as estimated by lmRob function.

Value

• coefficients
  vector of coefficients for the robust regression. If est="final", these are final estimates; if est="initial", these are initial estimates.
• T.coefficients
  the vector of coefficients for the initial estimate, if est="final".
• scale
  the scale estimate computed using the initial estimates.
• residuals
  the residual vector corresponding to the estimates returned in coefficients.
• T.residuals
  the residual vector corresponding to the estimates returned in T.coefficients.
• fitted.values
  the fitted values corresponding to the estimates returned in coefficients.
• T.fitted.values
  the fitted values corresponding to the estimates returned in T.coefficients.
• cov
  the estimated covariance matrix of the estimates in coefficients.
• T.cov
  the estimated covariance matrix of the estimates in T.coefficients.
• rank
  the rank of the design matrix x.
• iter.refinement
  the number of iterations required to refine the initial estimates.
• df.residuals
  the degrees of freedom in the residuals (the number of rows in x minus the rank of x).
• est
  a character string that specifies the type of estimates returned. If est="initial", the initial estimates are returned; if est="final", the final estimates are returned.
• control
  a list of control parameters, passed to the function lmRob as the robust.control argument that produced the lmRob object.
• genetic.control
  a list of control parameters, passed to the function lmRob as the genetic.control argument that produced the lmRob object, if present.
• dev
  the robust deviance if final MM-estimates are returned.
• T.dev
  the robust deviance corresponding to initial S-estimates if applies.
• r.squared
  the fraction of variation in y explained by the robust regression on x corresponding to the final MM-estimates in coefficients, if applies.
• T.r.squared
  the fraction of variation in y explained by the robust regression on x corresponding to the initial S-estimates in T.coefficients, if applies.
• M.weights
  the robust estimate weights corresponding to the final MM-estimates in coefficients, if applies.
• T.M.weights
  the robust estimate weights corresponding to the initial S-estimates in T.coefficients, if applies.
• iter.final.coef
  the number of iterations required to compute the final MM-estimates of the coefficients, if applies.
• call
  an image of the call that produced the object, but with the arguments all named and with the actual formula included as the formula argument.
• assign
  the same as the assign component of an "lm" object.
• contrasts
  the same as the contrasts component of an "lm" object.
• terms
  the same as the terms component of an "lm" object.

Generation

This class of objects is returned from the lmRob function.

Methods

add1, anova, coef, deviance, drop1, fitted, formula, labels, plot, print, residuals, summary, update.

Structure

The following components must be included in a legitimate "lmRob" object:

See Also

lmRob.