R: Various Tests of Robust Regression Estimates

test.lmRob {robust} | R Documentation

## Various Tests of Robust Regression Estimates

### Description

Conducts test for bias of robust MM-estimates and Least Squares (LS) estimates against S-estimates, or permutation test of the slope estimate in a straight line fit.

### Usage

    test.lmRob(object, type = "bias", level = NULL, n.permute = 99)

### Arguments

`object` | an object of class `"lmRob"`.
`type` | character string. Valid choices are `"bias"` for bias test, or "permutation" for permutation test.
`level` | the level of the test for bias of MM-estimate. By default, the `level` component of `object$robust.control` is used.
`n.permute` | a positive integer value specifying the number of permutations to use.

### Value

the p-value of the permutation test, or an object of class `"biasMM"` representing the bias test, in which case the following components ARE included:

`mm` | a list describing the test of bias for final MM-estimates, with the following components: `stat`, the t-statistic; `pchi`, a chi-squared p-value; `qchi`, the quantile of the chi-squared distribution with degrees of freedom equal to `object\$rank` corresponding to the probability input in the level (`object$robust.control$level`).
`ls` | a list describing the test of bias for LS-estimates, with the following components: `stat`, the t-statistic; `pchi`, a chi-squared p-value.
`level` | the level of the test for bias of MM-estimate.

### References

Yohai, V., Stahel, W. A., and Zamar, R. H. (1991). A procedure for robust estimation and inference in linear regression, in Stahel, W. A. and Weisberg, S. W., Eds., Directions in robust statistics and diagnostics, Part II. Springer-Verlag.

[Package robust version 0.6-1 Index]