robust: drop1.lmRob – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

drop1.lmRob

Compute an Anova Object by Dropping Terms

Description

drop1.lmRob is used to investigate a robust Linear Model object by recomputing it, successively omitting each of a number of specified terms.

Usage

## S3 method for class 'lmRob'
drop1(object, scope, scale, keep, fast = FALSE, ...)

Arguments

`object`	an lmRob object.
`scope`	an optional `formula` object describing the terms to be dropped. Typically this argument is omitted, in which case all possible terms are dropped (without breaking hierarchy rules). The `scope` can also be a character vector of term labels. If the argument is supplied as a formula, any `.` is interpreted relative to the formula implied by the `object` argument.
`scale`	a single numeric value containing a residual scale estimate. If missing, the scale estimate in `object` is used.
`keep`	a character vector of names of components that should be saved for each subset model. Only names from the set `"coefficients"`, `"fitted"` and `"residuals"` are allowed. If `keep == TRUE`, the complete set is saved. The default behavior is not to keep anything.
`fast`	a logical value. If `TRUE` the robust initial estimate (used when fitting each of the reduced models) is replaced by a weighted least squares estimate using the robust weights in `object`.
`...`	additional arguments required by the generic drop1 function.

Details

This function is a method for the generic function drop1 for class "lmRob".

Value

An anova object is constructed, consisting of the term labels, the degrees of freedom, and Robust Final Prediction Errors (RFPE) for each subset model. If keep is missing, the anova object is returned. If keep is present, a list with components "anova" and "keep" is returned. In this case, the "keep" component is a matrix of mode "list", with a column for each subset model, and a row for each component kept.

Examples

data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat) 
drop1(stack.rob)

robust

Port of the S+ "Robust Library"

v0.5-0.0

GPL-2

Authors

Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.

Initial release

2020-03-07