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Last data update: 2014.03.03
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R: Fitting the Ridge and Liu Regression Models based on LTS...
| ltsbaseDefault | R Documentation |
Fitting the Ridge and Liu Regression Models based on LTS Method
Description
Returns the fitted values and the residuals of the model having minimum MSE.
Usage
ltsbaseDefault(xdata, y, alpha = alpha, by = by)
Arguments
xdata |
a data frame of regressors.
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y |
y response variable.
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alpha |
the percentage of squared residuals whose sum will be minimized. Alpha must be between 0.5 and 1.
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by |
the increment of the sequence.
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Value
fitted.val |
fitted values of the corresponding model.
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res |
residuals of the corresponding model.
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Results
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providing 
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