Least Trimmed Squares Object

DESCRIPTION:

These are objects of class lts They represent a robust fit of a linear model.

GENERATION:

This class of objects is returned from the ltsreg function.

METHODS:

The "lts" class of objects has methods for the following generic functions:

plot, print, summary.

STRUCTURE:

The following components must be included in a legitimate lts object.

VALUE:

coefficients
vector of coefficient estimates. If singular.ok is TRUE in the call to ltsreg and x is singular, then some of the elements will be NA.
quan
the number of observations that have determined the least trimmed squares estimator. The default is floor((n+p+1)/2), where n is the number of observations and p the number of variables.
scale
residual scale estimate.
objective
vector of the objective for each component of the output stock. These are in increasing order; the first solution is used to compute the residuals and coefficients.
rsquared
robust version of R squared. This is 1 minus the fraction: (the sum of the quan smallest squared residuals) over (the sum of the quan smallest (y-loc)^2), where the denominator is minimized over loc. Note that loc is not subtracted from y if intercept = FALSE in the call to ltsreg.
residuals
object like y containing the residuals from the regression. Rows corresponding to missing values in x or y have NAs.
lts.wt
object like y containing weights that can be used in weighted least squares. These weights are 1 for points with reasonably small residuals, 0 for points with large residuals. This is only included if wt is TRUE in the call to ltsreg.
intercept
same as the input (default: intercept=TRUE).
method
character string giving the method (Least Trimmed Squares).
RD
optionally (if mcd=TRUE), the robust distances of the x-cases obtained from cov.mcd are returned.
X
same as the input x in a call to ltsreg.default, or the data matrix.
fitted.values
object like y containing the fitted values.
stock
list of length nkeep containing vectors of observation numbers that define fits.
births.n
the number of genetic births that were performed.
qr
list that is the result of qr on x. This is only present when qr.out is TRUE in the call to ltsreg.
model
optionally the model frame, if model=TRUE (in ltsreg.formula).
x
optionally the model matrix, if x=TRUE (in ltsreg.formula).
y
optionally the response, if y=TRUE (in ltsreg.formula).

SEE ALSO:

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