lmRob.object {robust} | R Documentation |
These are objects of class lmRob
which represent the robust fit of a linear regression model, as estimated by lmRob
function.
coefficients |
vector of coefficients for the robust regression. If est="final" , these are final estimates; if est="initial" , these are initial estimates.
|
T.coefficients |
the vector of coefficients for the initial estimate, if est="final" .
|
scale |
the scale estimate computed using the initial estimates. |
residuals |
the residual vector corresponding to the estimates returned in coefficients .
|
T.residuals |
the residual vector corresponding to the estimates returned in T.coefficients .
|
fitted.values |
the fitted values corresponding to the estimates returned in coefficients .
|
T.fitted.values |
the fitted values corresponding to the estimates returned in T.coefficients .
|
cov |
the estimated covariance matrix of the estimates in coefficients .
|
T.cov |
the estimated covariance matrix of the estimates in T.coefficients .
|
rank |
the rank of the design matrix x .
|
iter.refinement |
the number of iterations required to refine the initial estimates. |
df.residuals |
the degrees of freedom in the residuals (the number of rows in x minus the rank of x ).
|
est |
a character string that specifies the type of estimates returned. If est="initial" , the initial estimates are returned; if est="final" , the final estimates are returned.
|
control |
a list of control parameters, passed to the function lmRob as the robust.control argument that produced the lmRob object.
|
genetic.control |
a list of control parameters, passed to the function lmRob as the genetic.control argument that produced the lmRob object, if present.
|
dev |
the robust deviance if final MM-estimates are returned. |
T.dev |
the robust deviance corresponding to initial S-estimates if applies. |
r.squared |
the fraction of variation in y explained by the robust regression on x corresponding to the final MM-estimates in coefficients , if applies.
|
T.r.squared |
the fraction of variation in y explained by the robust regression on x corresponding to the initial S-estimates in T.coefficients , if applies.
|
M.weights |
the robust estimate weights corresponding to the final MM-estimates in coefficients , if applies.
|
T.M.weights |
the robust estimate weights corresponding to the initial S-estimates in T.coefficients , if applies.
|
iter.final.coef |
the number of iterations required to compute the final MM-estimates of the coefficients, if applies. |
call |
an image of the call that produced the object, but with the arguments all named and with the actual formula included as the formula argument.
|
assign |
the same as the assign component of an "lm" object.
|
contrasts |
the same as the contrasts component of an "lm" object.
|
terms |
the same as the terms component of an "lm" object.
|
This class of objects is returned from the lmRob
function.
add1
, anova
, coef
, deviance
, drop1
, fitted
, formula
, labels
, plot
, print
, residuals
, summary
, update
.
The following components must be included in a legitimate "lmRob"
object: