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robustbase (version 0.7-6)

predict.lmrob: Predict method for Robust Linear Model ("lmrob") Fits

Description

Predicted values based on robust linear model object.

Usage

## S3 method for class 'lmrob':
predict(object, newdata, se.fit = FALSE,
       scale = NULL, df = NULL,
       interval = c("none", "confidence", "prediction"), level = 0.95,
       type = c("response", "terms"), terms = NULL,
       na.action = na.pass, pred.var = res.var/weights, weights = 1, ...)

Arguments

object
object of class inheriting from "lmrob"
newdata
an optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.
se.fit
a switch indicating if standard errors are required.
scale
scale parameter for std.err. calculation
df
degrees of freedom for scale
interval
type of interval calculation.
level
tolerance/confidence level
type
Type of prediction (response or model term).
terms
if type="terms", which terms (default is all terms)
na.action
function determining what should be done with missing values in newdata. The default is to predict NA.
pred.var
the variance(s) for future observations to be assumed for prediction intervals. See Details.
weights
variance weights for prediction. This can be a numeric vector or a one-sided model formula. In the latter case, it is interpreted as an expression evaluated in newdata
...
further arguments passed to or from other methods.

Value

  • predict.lmrob produces a vector of predictions or a matrix of predictions and bounds with column names fit, lwr, and upr if interval is set. If se.fit is TRUE, a list with the following components is returned:
  • fitvector or matrix as above
  • se.fitstandard error of predicted means
  • residual.scaleresidual standard deviations
  • dfdegrees of freedom for residual

See Also

lmrob and the (non-robust) traditional predict.lm method.