sfsmisc (version 0.9-4)

f.robftest: Robust F-Test: Wald test for multiple coefficients of rlm() Object.

Description

Compute a robust F-Test, i.e., a Wald test for multiple coefficients of an rlm Object.

Usage

f.robftest(object, var = -1)

Arguments

object

result of rlm().

var

variables. Either their names or their indices; the default, -1 means all but the intercept.

Value

• An object of class "htest", hence with the standard print methods for hypothesis tests. This is basically a list with components
• statistic
  the F statistic, according to ...
• df
  numerator and denominator degrees of freedom.
• data.name
  (extracted from input object.)
• alternative
  "two.sided", always.
• p.value
  the P-value, using an F-test on statistic and df[1:2].

Details

This builds heavily on summary.rlm(), the summary method for rlm results.

References

FIXME --- Need some here !

See Also

rlm, summary.aov, etc.

Examples

if(require("MASS")) {
  ## same data as  example(rlm)
  data(stackloss)
  summary(rsl <- rlm(stack.loss ~ ., stackloss))
  f.robftest(rsl)
 } else  "forget it "