Summary Method for Robust Linear Models

DESCRIPTION:

summary method for objects of class rlm

USAGE:

summary.rlm(object, method = c("XtX", "XtWX"), correlation = T, ...)

REQUIRED ARGUMENTS:

object
the fitted model. This is assumed to be the result of some fit that produces an object inheriting from the class rlm, in the sense that the components returned by the rlm function will be available.

OPTIONAL ARGUMENTS:

method
Should the weighted (by the IWLS weights) or unweighted cross-products matrix be used?
correlation
logical. Should correlations be computed (and printed)?
...
arguments passed to or from other methods.

VALUE:

If printing takes place, only a null value is returned. Otherwise, a list is returned with the following components. Printing always takes place if this function is invoked automatically as a method for the summary function.
correlation
The computed correlation coefficient matrix for the coefficients in the model.
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.
sigma
The scale estimate.
df
The number of degrees of freedom for the model and for residuals.
coefficients
A matrix with three columns, containing the coefficients, their standard errors and the corresponding t statistic.
terms
The terms object used in fitting this model.

DETAILS:

This function is a method for the generic function for class rlm. It can be invoked by calling for an object x of the appropriate class, or directly by calling regardless of the class of the object.

SEE ALSO:

EXAMPLES:

summary(rlm(calls ~ year, data = phones, maxit = 50))