Robust R-Squared

DESCRIPTION:

Returns the robust R-squared for a robust linear regression.

USAGE:

rsquared.lmRob(x) 

REQUIRED ARGUMENTS:

x
an object of class "lmRob".

VALUE:

the robust R-squared.

DETAILS:

The robust R-squared is only computed for S-estimates and MM-estimates. If the object x is an alternate M-S estimate or robust efficient weighted least squares, NULL is returned.

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, 
                   robust.control=lmRob.robust.control(final.alg="MM")) 
rsquared.lmRob(stack.robust)