Robust Correlation Matrix

DESCRIPTION:

Returns a robust correlation matrix of the coefficient estimates in a linear model, as estimated by lmRobMM function.

USAGE:

cor.lmRobMM(x, tl=1e-10) 

REQUIRED ARGUMENTS:

x
an object of class "lmRobMM".

OPTIONAL ARGUMENTS:

tl
the tolerance level. If one of the variances of the coefficient estimates is less than tl, a warning message is printed.

VALUE:

a matrix of robust correlations of the coefficient estimates.

DETAILS:

If the coefficient estimates are the initial S-estimates, the correlation matrix of the initial S-estimates is returned; if the coefficient estimates are the final M-estimates, the correlation matrix of the final M-estimates is returned.

SEE ALSO:

, .

EXAMPLES:

stack.df <- data.frame(Loss=stack.loss,stack.x) 
stack.robust <- lmRobMM(Loss~Air.Flow+Water.Temp+Acid.Conc.,data=stack.df) 
stack.cor <- cor.lmRobMM(stack.robust)