summary.lmp {normalp}

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

S_p = \left[\frac{\sum e_i^p}{n-q}\right]^\frac{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)