robust (version 0.4-18.2)

lsRobTest: Bias Test for Least-Squares Regression Estimates

Description

Test for bias between least-squares and robust MM linear regression estimates.

Usage

lsRobTest(object, test = c("T2", "T1"), ...)

Arguments

object

an lmRob object (the output of the lmRob function).

test

either "T1" or "T2". Selects the null hypothesis. T2 (the default ): the error distribution not bias inducing. T1: the residual error distribution is normal.

…

additional arguments are ignored.

Examples

# NOT RUN {
rob.fit <- lmRob(stack.loss ~ ., data = stackloss)
lsRobTest(rob.fit)
lsRobTest(rob.fit, test = "T1")
# }

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