summary.lmp {normalp}R Documentation

Summarize linear model fits with exponential power distribution errors

Description

This function is the summary method for class "lmp". This function produces a set of results for a linear regression model. By assuming that in a linear regression model the errors are distributed as an exponential power distribution, we can use the function lmp.

Usage

## S3 method for class 'lmp':
summary(object, ...)
## S3 method for class 'summary.lmp':
print(x, ...)

Arguments

object An object of class "lmp", a result of a call to lmp.
x An object of class "summary.lmp".
... Further arguments passed to or from other methods.

Value

The function summary returns a list of summary statistics of the fitted linear model given in lmp, using the components (list elements) call and terms from its argument, plus

Call The matched call.
Residuals A summary of the vector of residuals e[i].
Coefficients Vector of coefficients.
Estimate of p An estimate of the shape parameter p.
Power deviation of order p The power deviation of order p given by

Sp = (1/(n-p) Sum(e[i]^p))^1/p

where q is either the number of the estimated regression coefficients if p is known, either the number of the estimated regression coefficients plus 1 if p is estimated.

Author(s)

Angelo M. Mineo

Examples

x<-runif(30)
e<-rnormp(30,0,3,1.25)
y<-0.5+x+e
L<-lmp(y~x)
summary(L)

[Package normalp version 0.6.8 Index]