lmRob.object {robust}

Robust Linear Model Objects

Description

These are objects of class lmRob which represent the robust fit of a linear regression model, as estimated by lmRob function.

Value

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.

Generation

This class of objects is returned from the lmRob function.

Methods

add1, anova, coef, deviance, drop1, fitted, formula, labels, plot, print, residuals, summary, update.

Structure

The following components must be included in a legitimate "lmRob" object:

See Also

lmRob.