Computes a robust bootstrap estimate of the standard error for each coefficient estimate in a robustly fitted linear model. This function is called by summary.lmRob and is not intended to be called directly by users.
Usage
rb.lmRob(lmRob.object, M = 1000, seed = 99, fixed = TRUE)
Arguments
lmRob.object
an lmRob object.
M
a positive integer giving the number of bootstrap subsamples.
seed
a positive integer specifying the seed for the random number generator.
fixed
a logical value. This should be set to TRUE.
Value
a numeric vector of robust bootstrap standard error estimates.