Conducts test for bias of robust MM-estimates and Least Squares (LS) estimates against S-estimates, or permutation test of the slope estimate in a straight line fit.
test.lmRob(object, type = "bias", level = NULL, n.permute = 99)an object of class "lmRob".
character string. Valid choices are "bias" for bias test, or "permutation" for permutation test.
the level of the test for bias of MM-estimate. By default, the level component of object$robust.control is used.
a positive integer value specifying the number of permutations to use.
the p-value of the permutation test, or an object of class "biasMM" representing the bias test, in which case the following components ARE included:
a list describing the test of bias for final MM-estimates, with the following components: stat, the t-statistic; pchi, a chi-squared p-value; qchi, the quantile of the chi-squared distribution with degrees of freedom equal to object\$rank corresponding to the probability input in the level (object$robust.control$level).
a list describing the test of bias for LS-estimates, with the following components: stat, the t-statistic; pchi, a chi-squared p-value.
the level of the test for bias of MM-estimate.
Yohai, V., Stahel, W. A., and Zamar, R. H. (1991). A procedure for robust estimation and inference in linear regression, in Stahel, W. A. and Weisberg, S. W., Eds., Directions in robust statistics and diagnostics, Part II. Springer-Verlag.