lmrob.S {robustbase}R Documentation

S-regression estimators

Description

This function computes an S-estimator for linear regression.

Usage

lmrob.S(x, y, control)

Arguments

x design matrix
y response vector
control list as returned by lmrob.control

Details

This function is used by lmrob.fit.MM and not intended to be used on its own.

Value

A list containing the following elements:

coef Vector of S-regression coefficient estimates
cov Covariance matrix of the coefficient estimators
control The control list as given to it
scale The S-scale residual estimate
seed The value of seed

Author(s)

Matias Salibian-Barrera

See Also

lmrob, also for references.


[Package robustbase version 0.1-5 Index]