R: Robust Linear Model Objects

lmRob.object {robust} | R Documentation

## 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`.

[Package robust version 0.4-18.1 Index]