lmRob.RFPE {robust}

Robust Final Prediction Errors

Description

Computes the robust Final Prediction Errors (FPE) for a robust regression fit using M-estimates.

Usage

lmRob.RFPE(object, scale = NULL)

Arguments

object

an lmRob object.

scale

a numeric value specifying the scale estimate used to compute the robust FPE. Usually this should be the scale estimate from an encompassing model. If NULL, the scale estimate in object is used.

Value

a single numeric value giving the robust final prediction error.

See Also

lmRob, step.lmRob, drop1.lmRob.

Examples

data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat)
lmRob.RFPE(stack.rob)