lmrob..D..fit {robustbase} | R Documentation |
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
.
lmrob..D..fit(obj, x=obj$x, control = obj$control)
obj |
|
x |
The design matrix, if missing the method tries to get it from
|
control |
list of control parameters, as returned
by |
This function is used by lmrob.fit
and typically not to
be used on its own.
The given lmrob
-object with the following elements updated:
scale |
The Design Adaptive Scale estimate |
converged |
|
Manuel Koller
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.
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