Various Tests of Robust Regression Estimates
Conducts test for bias of robust MM-estimates and Least Squares (LS) estimates against S-estimates, or permutation test of the slope estimate in a straight line fit.
test.lmRob(object, type = "bias", level = NULL, n.permute = 99)
object |
an object of class |
type |
character string. Valid choices are |
level |
the level of the test for bias of MM-estimate. By default, the |
n.permute |
a positive integer value specifying the number of permutations to use. |
the p-value of the permutation test, or an object of class "biasMM"
representing the bias test, in which case the following components ARE included:
mm |
a list describing the test of bias for final MM-estimates, with the following components: |
ls |
a list describing the test of bias for LS-estimates, with the following components: |
level |
the level of the test for bias of MM-estimate. |
Yohai, V., Stahel, W. A., and Zamar, R. H. (1991). A procedure for robust estimation and inference in linear regression, in Stahel, W. A. and Weisberg, S. W., Eds., Directions in robust statistics and diagnostics, Part II. Springer-Verlag.
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