rrcov (version 0.3-07)

summary.lts: Summary Method for LTS objects

Description

summary method for class "lts".

Usage

## S3 method for class 'lts':
summary(object, correlation = FALSE, \dots)

## S3 method for class 'summary.lts':
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

object

an object of class "lts", usually, a result of a call to ltsReg.

x

an object of class "summary.lts", usually, a result of a call to summary.lts.

correlation

logical; if TRUE, the correlation matrix of the estimated parameters is returned and printed.

digits

the number of significant digits to use when printing.

...

further arguments passed to or from other methods.

Value

• The function summary.lts computes and returns a list of summary statistics of the fitted linear model given in object, using the components of this object (list elements).
• residuals
  the residuals - a vector like the response y containing the residuals from the weighted least squares regression.
• coefficients
  a $p \times 4$ matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.
• sigma
  the estimated scale of the reweighted residuals $$\hat\sigma^2 = \frac{1}{n-p}\sum_i{R_i^2},$$ where $R_i$ is the $i$-th residual, residuals[i].
• df
  degrees of freedom, a 3-vector $(p, n-p, p*)$, the last being the number of non-aliased coefficients.
• fstatistic
  (for models including non-intercept terms) a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.
• r.squared
  $R^2$, the fraction of variance explained by the model, $$R^2 = 1 - \frac{\sum_i{R_i^2}}{\sum_i(y_i- y^*)^2},$$ where $y^*$ is the mean of $y_i$ if there is an intercept and zero otherwise.
• adj.r.squared
  the above $R^2$ statistic adjusted, penalizing for higher $p$.
• cov.unscaled
  a $p \times p$ matrix of (unscaled) covariances of the $\hat\beta_j$, $j=1, \dots, p$.
• correlation
  the correlation matrix corresponding to the above cov.unscaled, if correlation = TRUE is specified.

Details

This function prints summary statistics for weighted least square estimates with weights based on LTS estimates. Therefore the statistics are similar to these for LS but all terms are multiplied by the corresponding weight. Correlations are printed to two decimal places: to see the actual correlations print summary(object)$correlation directly.

See Also

summary

Examples

data(brain)
summary(ltsReg(brain~body, data = log(brain)))