summary.rlm {MASS} | R Documentation |
summary
method for objects of class "rlm"
## S3 method for class 'rlm': summary(object, method = c("XtX", "XtWX"), correlation = TRUE, ...)
object |
the fitted model.
This is assumed to be the result of some fit that produces
an object inheriting from the class rlm , in the sense that
the components returned by the rlm function will be available.
|
method |
Should the weighted (by the IWLS weights) or unweighted cross-products matrix be used? |
correlation |
logical. Should correlations be computed (and printed)? |
... |
arguments passed to or from other methods. |
This function is a method for the generic function
summary()
for class "rlm"
.
It can be invoked by calling summary(x)
for an
object x
of the appropriate class, or directly by
calling summary.rlm(x)
regardless of the
class of the object.
If printing takes place, only a null value is returned.
Otherwise, a list is returned with the following components.
Printing always takes place if this function is invoked automatically
as a method for the summary
function.
correlation |
The computed correlation coefficient matrix for the coefficients in the model. |
cov.unscaled |
The unscaled covariance matrix; i.e, a matrix such that multiplying it by an estimate of the error variance produces an estimated covariance matrix for the coefficients. |
sigma |
The scale estimate. |
df |
The number of degrees of freedom for the model and for residuals. |
coefficients |
A matrix with three columns, containing the coefficients, their standard errors and the corresponding t statistic. |
terms |
The terms object used in fitting this model. |
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
summary(rlm(calls ~ year, data = phones, maxit = 50)) ## Not run: Call: rlm(formula = calls ~ year, data = phones, maxit = 50) Residuals: Min 1Q Median 3Q Max -18.31 -5.95 -1.68 26.46 173.77 Coefficients: Value Std. Error t value (Intercept) -102.622 26.553 -3.86 year 2.041 0.429 4.76 Residual standard error: 9.03 on 22 degrees of freedom Correlation of Coefficients: [1] -0.994 ## End(Not run)