sreg.object {fsdaR} | R Documentation |
Description of sreg Objects
Description
An object of class sreg.object
holds information about
the result of a call to fsreg
.
Value
The object itself is basically a list
with the following
components:
beta |
p-by-1 vector containing the estimated regression parameters (in step n-k). |
scale |
scalar containing the estimate of the scale (sigma). |
bs |
p x 1 vector containing the units forming best subset associated with S estimate of regression coefficient. |
residuals |
residuals. |
fittedvalues |
fitted values. |
outliers |
kx1 vector containing the list of the k units declared as outliers or NULL if the sample is homogeneous. |
conflev |
Confidence level which is used to declare units as outliers.
Usually |
singsub |
Number of subsets wihtout full rank. Notice that
|
weights |
n x 1 vector containing the estimates of the weights |
rhofunc |
Specifies the rho function which has been used to weight the residuals. |
rhofuncparam |
Vector which contains the additional parameters for the specified rho function which has been used. For hyperbolic rho function the value of k =sup CVC. For Hampel rho function the parameters a, b and c. |
X |
the data matrix X |
y |
the response vector y |
The object has class "sreg"
.
Examples
## Not run:
data(hbk, package="robustbase")
(out <- fsreg(Y~., data=hbk, method="S"))
class(out)
summary(out)
## End(Not run)