f.robftest function

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)

Arguments

• object: result of rlm().
• var: variables. Either their names or their indices; the default, -1 means all but the intercept.

Details

This builds heavily on summary.rlm(), the summary method for rlm results.

Returns

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 object.)

• alternative: "two.sided", always.

• p.value: the P-value, using an F-test on statistic and df[1:2].

References

FIXME --- Need some here !

Author(s)

Werner Stahel, July 2000; updates by Martin Maechler.

See Also

rlm, summary.aov, etc.

Examples

if(require("MASS")) {
  ## same data as  example(rlm)
  data(stackloss)
  summary(rsl <- rlm(stack.loss ~ ., stackloss))
  f.robftest(rsl)
 } else  " forget it "