R: Bias Test for Least-Squares Regression Estimates
lsRobTest
R Documentation
Bias Test for Least-Squares Regression Estimates
Description
Test for bias between least-squares and robust MM linear regression estimates.
Usage
lsRobTest(object, test = c("T2", "T1"), ...)
Arguments
object
an lmRob object (the output of the lmRob function).
test
either "T1" or "T2". Selects the null hypothesis. T2 (the default ): the error distribution not bias inducing. T1: the residual error distribution is normal.
...
additional arguments are ignored.
Examples
rob.fit <- lmRob(stack.loss ~ ., data = stackloss)
lsRobTest(rob.fit)
lsRobTest(rob.fit, test = "T1")
providing 
.