Robust Correlation Matrix
DESCRIPTION:
Returns a robust correlation matrix of the coefficient estimates in a linear
model, as estimated by
lmRob()
function.
USAGE:
cor.lmRob(x, tl=1e-10)
REQUIRED ARGUMENTS:
- x
-
an object of class
"lmRob"
.
OPTIONAL ARGUMENTS:
- tl
-
the tolerance level. If one of the variances of the coefficient estimates
is less than
tl
, a warning message is printed.
VALUE:
a matrix of robust correlations of the coefficient estimates.
SEE ALSO:
,
.
EXAMPLES:
stack.df <- data.frame(Loss=stack.loss,stack.x)
stack.rob <- lmRob(Loss~Air.Flow+Water.Temp+Acid.Conc.,data=stack.df)
stack.cor <- cor.lmRob(stack.robust)