Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

rb.lmRob

Robust Bootstrap Standard Errors

Description

Computes a robust bootstrap estimate of the standard error for each coefficient estimate in a robustly fitted linear model. This function is called by summary.lmRob and is not intended to be called directly by users.

Usage

rb.lmRob(lmRob.object, M = 1000, seed = 99, fixed = TRUE)

Arguments

lmRob.object

an lmRob object.
M

a positive integer giving the number of bootstrap subsamples.
seed

a positive integer specifying the seed for the random number generator.
fixed

a logical value. This should be set to TRUE.

Value

a numeric vector of robust bootstrap standard error estimates.

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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.