lmrob.fit.MM {robustbase}R Documentation

MM-regression estimators

Description

Fit function for MM-regression estimators

Usage

lmrob.fit.MM(x, y, control,
             init.S = lmrob.S(x = x, y = y, control = control))

Arguments

x design matrix (n x p) typically including a column of 1s for the intercept.
y numeric response vector (of length n).
control A list of control parameters as returned by lmrob.control.
init.S a list with components coef, scale, and cov specifying an initial S-estimate, such as resulting from lmrob.S(..).

Details

This function is used by lmrob and typically not to be used on its own.

Value

A list with components

fitted.values
residuals
weights
rank
degree.freedom n - rank
coefficients regression coefficient estimators
initial.coefficients
scale the robustly estimated error standard deviation
cov
control
iter
converged

See Also

lmrob, lmrob.MM, lmrob.S


[Package robustbase version 0.2-8 Index]