test.lmRob(object, type="bias", level=NULL)
"lmRob"
.
"bias"
for bias test, or
"permutation" for permutation test.
level
component of
object$robust.control
is used.
"biasMM"
representing the bias test, in which case the following components must be
included:
stat
, the t-statistic;
pchi
, the probability
that a chi-squared random variable with degrees of freedom equal to
object$rank
is smaller than
stat
;
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$level
).
stat
, the t-statistic;
pchi
, the probability that a
chi-squared random variable with degrees of freedom equal to
object$rank
is smaller than
stat
.
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.