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lsRobTest

Bias Test for Least-Squares Regression Estimates

Description

Test for bias between least-squares and robust MM linear regression estimates.

Usage

lsRobTest(object, test = c("T2", "T1"), ...)

Arguments

object

an lmRob object (the output of the lmRob function).
test

either "T1" or "T2". Selects the null hypothesis. T2 (the default ): the error distribution not bias inducing. T1: the residual error distribution is normal.
...

additional arguments are ignored.

Examples

rob.fit <- lmRob(stack.loss ~ ., data = stackloss)
lsRobTest(rob.fit)
lsRobTest(rob.fit, test = "T1")
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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