Returns and lists the minimum MSE value, the biasing parameter obtained at that minimum MSE value and extract the coefficients of the corresponding regression model given in object.
Usage
ltsbaseSummary(object)
Arguments
object
an object of class "ltsbase", usually, a result of a call to ltsbase.
Details
The model fitted includes no intercept term. ltsbaseSummary computes the modified MSE for Ridge and Liu estimates based on LTS method.
References
There are other MSE comparisons of the estimators such as:
F. Akdeniz and H. Erol (2003) Mean squared error matrix comparisons of some biased estimators in linear regression, Comm. Statist. Theory Methods, 32, 2389-2413.