Summary Method for Robust Linear Models
Usage
summary.rlm(object, print.it=TRUE, digits=4)
Arguments
object
|
the fitted model.
This is assumed to be the result of some fit that produces
an object inheriting from the class rlm , in the sense that
the components returned by the rlm function will be available.
|
print.it
|
optional argument. If false, the standard printing will not
take place, and instead a structure will be returned
with components containing the
important computed for summarizing, as below.
|
digits
|
the number of digits to be used in printing summaries, in the sense
of the argument to print of the same name.
|
Description
summary
method for objects of class "rlm"
Details
This function is a method for the generic function
summary()
for class rlm
.
It can be invoked by calling summary(x)
for an
object x
of the appropriate class, or directly by
calling summary.rlm(x)
regardless of the
class of the object.Value
If printing takes place, only a null value is returned.
Otherwise, a list is returned with the following components.
Printing always takes place if this function is invoked automatically
as a method for the summary
function.
correlation
|
The computed correlation coefficient matrix for the coefficients in the model.
|
cov.unscaled
|
The unscaled covariance matrix; i.e, a matrix such that multiplying it by
an estimate of the error variance produces an estimated covariance matrix
for the coefficients.
|
sigma
|
The scale estimate.
|
df
|
The number of degrees of freedom for the model and for residuals.
|
coefficients
|
A matrix with three columns, containing the coefficients, their standard errors
and the corresponding t statistic.
|
terms
|
The terms object used in fitting this model.
|
See Also
summary
Examples
data(phones)
summary(rlm(calls ~ year, data=phones, maxit=50))
Call:
rlm(formula = calls ~ year, data = phones, maxit = 50)
Residuals:
Min 1Q Median 3Q Max
-18.31 -5.95 -1.68 26.46 173.77
Coefficients:
Value Std. Error t value
(Intercept) -102.622 26.553 -3.86
year 2.041 0.429 4.76
Residual standard error: 9.03 on 22 degrees of freedom
Correlation of Coefficients:
[1] -0.994