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robust (version 0.3-0)

rb: Robust Bootstrap Standard Errors

Description

Computes a robust bootstrap estimate of the standard error for each coefficient estimate in a robustly fitted linear model. This function is called by summary.lmRob and is not intended to be called directly by users.

Usage

rb(lmRob.object, M = 1000, seed = 99, fixed = TRUE)

Arguments

lmRob.object
an lmRob object.
M
a positive integer giving the number of bootstrap subsamples.
seed
a positive integer specifying the seed for the random number generator.
fixed
a logical value. This should be set to TRUE.

Value

  • a numeric vector of robust bootstrap standard error estimates.

See Also

lmRob, summary.lmRob.