Summary Method for Robust Linear Models
summary method for objects of class "rlm"
## S3 method for class 'rlm'
summary(object, method = c("XtX", "XtWX"), correlation = FALSE, ...)object |
the fitted model.
This is assumed to be the result of some fit that produces
an object inheriting from the class |
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. |
This function is a method for the generic function
summary() for class "rlm".
It can be invoked by calling summary(x) for an
object x of the appropriate class, or directly by
calling summary.rlm(x) regardless of the
class of the object.
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. |
stddev |
A scale estimate used for the standard errors. |
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. |
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
summary(rlm(calls ~ year, data = phones, maxit = 50))
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