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)