R: Compute an Anova Object by Dropping Terms

drop1.lmRob {robust} | R Documentation

## Compute an Anova Object by Dropping Terms

### Description

`drop1.lmRob` is used to investigate a robust Linear Model object by recomputing it, successively omitting each of a number of specified terms.

### Usage

    ## S3 method for class 'lmRob'
    drop1(object, scope, scale, keep, fast = FALSE, ...)

### Arguments

`object` | an lmRob object.
`scope` | an optional `formula` object describing the terms to be dropped. Typically this argument is omitted, in which case all possible terms are dropped (without breaking hierarchy rules). The `scope` can also be a character vector of term labels. If the argument is supplied as a formula, any `.` is interpreted relative to the formula implied by the `object` argument.
`scale` | a single numeric value containing a residual scale estimate. If missing, the scale estimate in `object` is used.
`keep` | a character vector of names of components that should be saved for each subset model. Only names from the set `"coefficients"`, `"fitted"` and `"residuals"` are allowed. If `keep == TRUE`, the complete set is saved. The default behavior is not to keep anything.
`fast` | a logical value. If `TRUE` the robust initial estimate (used when fitting each of the reduced models) is replaced by a weighted least squares estimate using the robust weights in `object`.
`...` | additional arguments required by the generic drop1 function.

### Details

This function is a method for the generic function `drop1` for class `"lmRob"`.

### Value

An `anova` object is constructed, consisting of the term labels, the degrees of freedom, and Robust Final Prediction Errors (RFPE) for each subset model. If `keep` is missing, the `anova` object is returned. If `keep` is present, a list with components `"anova"` and `"keep"` is returned. In this case, the `"keep"` component is a matrix of mode `"list"`, with a column for each subset model, and a row for each component kept.

### See Also

`anova`, `drop1`, `lmRob.object`.

### Examples

    data(stack.dat)
    stack.rob <- lmRob(Loss ~ ., data = stack.dat)
    drop1(stack.rob)

[Package robust version 0.6-1 Index]