Robust F-Test: Wald test for multiple coefficients of rlm() Object.
Compute a robust F-Test, i.e., a Wald test for multiple coefficients
of an rlm object.
f.robftest(object, var = -1)
object |
result of |
var |
variables. Either their names or their indices; the
default, |
This builds heavily on summary.rlm(), the
summary method for rlm results.
An object of class "htest", hence with the standard print
methods for hypothesis tests. This is basically a list with components
statistic |
the F statistic, according to ... |
df |
numerator and denominator degrees of freedom. |
data.name |
(extracted from input |
alternative |
|
p.value |
the P-value, using an F-test on |
Werner Stahel, July 2000; updates by Martin Maechler.
FIXME — Need some here !
rlm, summary.aov, etc.
if(require("MASS")) {
## same data as example(rlm)
data(stackloss)
summary(rsl <- rlm(stack.loss ~ ., stackloss))
f.robftest(rsl)
} else " forget it "Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.