lmrob..D..fit {robustbase}R Documentation

Compute Design Adaptive Scale estimate

Description

This function calculates a Design Adaptive Scale estimate for a given MM-estimate. This is supposed to be a part of a chain of estimates like SMD or SMDM.

Usage

lmrob..D..fit(obj, x=obj$x, control = obj$control)

Arguments

obj

lmrob-object based on which the estimate is to be calculated.

x

The design matrix, if missing the method tries to get it from obj$xand if this fails from obj$model.

control

list of control parameters, as returned by lmrob.control.

Details

This function is used by lmrob.fit and typically not to be used on its own.

Value

The given lmrob-object with the following elements updated:

scale

The Design Adaptive Scale estimate

converged

TRUE if the scale calculation converged, FALSE other.

Author(s)

Manuel Koller

References

Koller, M. and Stahel, W.A. (2011), Sharpening Wald-type inference in robust regression for small samples, Computational Statistics & Data Analysis 55(8), 2504–2515.

See Also

lmrob.fit, lmrob

Examples

data(stackloss)
## Compute manual SMD-estimate:
## 1) MM-estimate
m1 <- lmrob(stack.loss ~ ., data = stackloss)
## 2) Add Design Adaptive Scale estimate
m2 <- lmrob..D..fit(m1)
print(c(m1$scale, m2$scale))

summary(m1)
summary(m2) ## the covariance matrix estimate is also updated

[Package robustbase version 0.8-0 Index]