R: Robust Generalized Linear Model Fit

glmRob.object {robust} | R Documentation

## Robust Generalized Linear Model Fit

### Description

These are objects of class `glmRob` which represent the robust fit of a generalized linear regression model, as estimated by `glmRob()`.

### Value

`coefficients` | the coefficients of the `linear.predictors`, which multiply the columns of the model matrix. The names of the coefficients are the names of the single-degree-of-freedom effects (the columns of the model matrix). If the model is over-determined there will be missing values in the coefficients corresponding to inestimable coefficients.
`linear.predictors` | the linear fit, given by the product of the model matrix and the coefficients.
`fitted.values` | the fitted mean values, obtained by transforming `linear.predictors` using the inverse link function.
`residuals` | the residuals from the final fit; also known as working residuals, they are typically not interpretable.
`deviance` | up to a constant, minus twice the log-likelihood evaluated at the final `coefficients`. Similar to the residual sum of squares.
`null.deviance` | the deviance corresponding to the model with no predictors.
`family` | a 3 element character vector giving the name of the family, the link and the variance function.
`rank` | the number of linearly independent columns in the model matrix.
`df.residuals` | the number of degrees of freedom of the residuals.
`call` | a copy of the call that produced the object.
`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.
`ni` | vector of the number of repetitions on the dependent variable. If the model is poisson then `ni` is a vector of `1`s.
`weights` | weights from the final fit.
`iter` | number of iterations used to compute the estimates.
`y` | the dependent variable.
`contrasts` | the same as the `contrasts` term of an `"lm"` object. The object will also contain other components related to the numerical fit that are not relevant for the associated methods.

### Methods

`anova`, `coefficients`, `deviance`, `fitted.values`, `family`, `formula`, `plot`, `print`, `residuals`, `summary`.

### Structure

The following components must be included in a legitimate `"glmRob"` object. Residuals, fitted values, and coefficients should be extracted by the generic functions of the same name, rather than by the `"\$"` operator. The `family` function returns the entire family object used in the fitting, and `deviance` can be used to extract the deviance of the fit.

### See Also

`glmRob`.

[Package robust version 0.6-1 Index]