lmRobMM
function.
cov.lmRobMM(x)
"lmRobMM"
.
If the coefficient estimates are the initial S-estimates, the covariance matrix of the initial S-estimates is returned; if the coefficient estimates are the final M-estimates, the covariance matrix of the final M-estimates is returned.
Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W. A. (1986).
Robust statistics: the approach based on influence functions.
John & Wiley.
Huber, P. J. (1981).
Robust statistics.
John & Wiley.
Marazzi, A. (1993).
Algorithms, routines, and S functions for robust statistics.
Wadsworth & Brooks/Cole, Pacific Grove, CA.
stack.df <- data.frame(Loss=stack.loss,stack.x) stack.robust <- lmRobMM(Loss~Air.Flow+Water.Temp+Acid.Conc.,data=stack.df) stack.cov <- cov.lmRobMM(stack.robust)