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DCML

DCML regression estimator

Description

This function computes the DCML regression estimator. This function is used internally by lmrobdetDCML, and not meant to be used directly.

Usage

DCML(x, y, z, z0, control)

Arguments

x

design matrix
y

response vector
z

robust fit as returned by MMPY or SMPY
z0

least squares fit as returned by lm.fit
control

a list of control parameters as returned by lmrobdet.control

Value

a list with the following components

coefficients

the vector of regression coefficients
cov

the estimated covariance matrix of the DCML regression estimator
residuals

the vector of regression residuals from the DCML fit
scale

a robust residual (M-)scale estimate
t0

the mixing proportion between the least squares and robust regression estimators

Author(s)

Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca

References

See Also

RobStatTM

Robust Statistics: Theory and Methods

v1.0.2
GPL (>= 3)
Authors
Matias Salibian-Barrera [cre], Victor Yohai [aut], Ricardo Maronna [aut], Doug Martin [aut], Gregory Brownson [aut] (ShinyUI), Kjell Konis [aut], Kjell Konis [cph] (erfi), Christophe Croux [ctb] (WBYlogreg, BYlogreg), Gentiane Haesbroeck [ctb] (WBYlogreg, BYlogreg), Martin Maechler [cph] (lmrob.fit, lmrob..M..fit, lmrob.S), Manuel Koller [cph] (lmrob.fit, .vcov.avar1, lmrob.S, lmrob.lar), Matias Salibian-Barrera [aut]
Initial release
2020-03-02

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