f.robftest {sfsmisc} | R Documentation |
Robust F-Test: Wald test for multiple coefficients of rlm() Object
Description
Compute a robust F-Test, i.e., a Wald test for multiple coefficients
of an rlm
object.
Usage
f.robftest(object, var = -1)
Arguments
object |
result of |
var |
variables. Either their names or their indices; the
default, |
Details
This builds heavily on summary.rlm()
, the
summary
method for rlm
results.
Value
An object of class "htest"
, hence with the standard print
methods for hypothesis tests. This is basically a list with components
statistic |
the F statistic, according to ... |
df |
numerator and denominator degrees of freedom. |
data.name |
(extracted from input |
alternative |
|
p.value |
the P-value, using an F-test on |
Author(s)
Werner Stahel, July 2000; updates by Martin Maechler.
References
FIXME — Need some here !
See Also
rlm
, summary.aov
, etc.
Examples
if(require("MASS")) {
## same data as example(rlm)
data(stackloss)
summary(rsl <- rlm(stack.loss ~ ., stackloss))
f.robftest(rsl)
} else " forget it "
[Package sfsmisc version 1.1-18 Index]