Summary Method for class
"lmRobMM"
DESCRIPTION:
Returns a summary list for a robust linear model object of class
lmRobMM
.
A null value is returned if printing is invoked.
USAGE:
summary.lmRobMM(object, correlation=T)
REQUIRED ARGUMENTS:
- object
-
an object of class
"lmRobMM".
OPTIONAL ARGUMENTS:
- correlation
-
logical flag: if
TRUE,
then the correlation matrix for the coefficients is included in the summary.
VALUE:
a list is returned with the following components:
- sigma
-
the residual scale estimate.
- df
-
the number of degrees of freedom for the model and for the residuals.
- cov.unscaled
-
the unscaled covariance matrix; i.e, a matrix such that multiplying it by
an estimate of the error variance produces an estimated covariance matrix
for the coefficients.
- correlation
-
the correlation coefficient matrix for the coefficients in the model.
- ...
-
other components are the same as the corresponding components of an
lmRobMM
object. Use
names() function to obtain a list of the components.
DETAILS:
This function is a method for the generic function
summary
for
class
"lmRobMM".
It can be invoked by calling
summary()
for an object of class
"lmRobMM",
or directly by calling
summary.lmRobMM(),
regardless of the class of the object.
EXAMPLES:
oil.robust <- lmRobMM(Oil ~ Market, data=oilcity)
summary(oil.robust)