robust (version 0.3-4)

anova.lmRob: ANOVA for Robust Linear Model Fits

Description

Compute an analysis of variance table for one or more robust linear model fits.

Usage

## S3 method for class 'lmRob':
anova(object, ..., test = c("RF", "RWald"))
## S3 method for class 'lmRoblist':
anova(object, const, ipsi, yc, test = c("RWald", "RF"), ...)

Arguments

object

an lmRob object.

...

additional arguments required by the generic anova function. If ... contains additional robustly fitted linear models then the function anova.lmRoblist is dispatched.

const

a numeric value containing the tuning constant computed by lmRob.const.

ipsi

an integer value specifying the psi-function.

yc

a numeric value containing the tuning constant computed by lmRob.effvy.

test

a single character value specifying which test should be computed in the Anova table. The possible choices are "RWald" and "RF".

Value

• an anova object.

References

Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W. A. (1986). Robust statistics: the approach based on influence functions. John Wiley & Sons.

Details

The default test used by anova is the "RWald" test, which is the Wald test based on robust estimates of the coefficients and covariance matrix. If test is "RF", the robustified F-test is used instead.

See Also

lmRob, anova.

Examples

data(stack.dat)
stack.small <- lmRob(Loss ~ Water.Temp + Acid.Conc., data = stack.dat)
stack.full <- lmRob(Loss ~ ., data = stack.dat)
anova(stack.full)
anova(stack.full, stack.small)