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glmRob.cubif

Robust GLM CUBIF Fitter


Description

Robustly fit a generalized linear model using a conditionally unbiased bounded influence (“cubif”) estimator. This function is called by the high-level function glmRob when method = "cubif" (the default) is specified.

Usage

glmRob.cubif(x, y, intercept = FALSE, offset = 0,
        family = binomial(), null.dev = TRUE, control)

Arguments

x

a numeric model matrix.

y

either a numeric vector containing the response or, in the case of the binomial family, a two-column numeric matrix containing the number of successes and failures.

intercept

a logical value. If TRUE a column of ones is added to the design matrix.

offset

a numeric vector containing the offset.

family

a family object.

null.dev

a logical value. If TRUE the null deviance is computed.

control

a list of control parameters. See glmRob.cubif.control.

Value

References

Kunsch, L., Stefanski L. and Carroll, R. (1989). Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models. JASA 84, 460–466.

Marazzi, A. (1993). Algorithms, routines and S functions for robust statistics. Wadsworth & Brooks/Cole, Pacific Grove, CA.

See Also


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

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