robustbase (version 0.2-8)

lmrob.fit.MM: MM-regression estimators

Description

Fit function for MM-regression estimators

Usage

lmrob.fit.MM(x, y, control,
             init.S = lmrob.S(x = x, y = y, control = control))

Arguments

x

design matrix ($n \times p$) typically including a column of 1s for the intercept.

y

numeric response vector (of length $n$).

control

A list of control parameters as returned by lmrob.control.

init.S

a list with components coef, scale, and cov specifying an initial S-estimate, such as resulting from lmrob.S(..)

Value

• A list with components
• fitted.values
• residuals
• weights
• rank
• degree.freedom
  n - rank
• coefficients
  regression coefficient estimators
• initial.coefficients
• scale
  the robustly estimated error standard deviation
• cov
• control
• iter
• converged

Details

This function is used by lmrob and typically not to be used on its own.

See Also

lmrob, lmrob.MM, lmrob.S