R: ANOVA for Robust Linear Model Fits

anova.lmRob {robust} | R Documentation

## ANOVA for Robust Linear Model Fits

### Description

Compute an analysis of variance table for one or more robust linear model fits.

### Usage

    ## S3 method for class 'lmRob'
    anova(object, ..., test = c("RF", "RWald"))
    ## S3 method for class 'lmRoblist'
    anova(object, const, ipsi, yc, test = c("RWald", "RF"), ...)

### Arguments

`object` | an lmRob object.
`...` | additional arguments required by the generic anova function. If `...` contains additional robustly fitted linear models then the function `anova.lmRoblist` is dispatched.
`const` | a numeric value containing the tuning constant.
`ipsi` | an integer value specifying the psi-function.
`yc` | a numeric value containing the tuning constant.
`test` | a single character value specifying which test should be computed in the Anova table. The possible choices are "RWald" and "RF".

### Details

The default test used by anova is the `"RWald"` test, which is the Wald test based on robust estimates of the coefficients and covariance matrix. If `test` is `"RF"`, the robustified F-test is used instead.

### Value

an `anova` object.

### References

Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W. A. (1986). Robust statistics: the approach based on influence functions. John Wiley & Sons.

### See Also

`lmRob`, `anova`.

### Examples

    data(stack.dat)
    stack.small <- lmRob(Loss ~ Water.Temp + Acid.Conc., data = stack.dat)
    stack.full <- lmRob(Loss ~ ., data = stack.dat)
    anova(stack.full)
    anova(stack.full, stack.small)

[Package robust version 0.4-18.1 Index]