Summarizing median-based linear models
'summary' method for class 'mblm'
## S3 method for class 'mblm' summary(object, ...)
object |
an object of class 'mblm', usually, a result of a call to 'mblm'. |
... |
additional arguments |
This function is based on summary.lm code, and the base difference is use
of nonparametric wilcox.test to obtain significance and mad instead
of standard error of estimates. Of course you can force standard lm behavior
by calling summary.lm, but values received in such way has low cognitive value.
For the return value, see summary.lm. Summary of 'mblm' class does not
contain R-squared values and F-test result.
The significance of estimators can be computed more "lege artis" based on Kendall's tau, as suggested by Sen, but today such feature is not yet implemented.
Lukasz Komsta
Theil, H. (1950) A rank invariant method for linear and polynomial regression analysis. Nederl. Akad. Wetensch. Proc. Ser. A 53, 386-392 (Part I), 521-525 (Part II), 1397-1412 (Part III).
Sen, P.K. (1968). Estimates of Regression Coefficient Based on Kendall's tau. J. Am. Stat. Ass. 63, 324, 1379-1389.
Siegel, A.F. (1982). Robust Regression Using Repeated Medians. Biometrika, 69, 1, 242-244.
set.seed(1234) x <- 1:10+rnorm(10) y <- x+rnorm(10) y[10] <- 20 fit <- mblm(y~x) summary(fit)
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