summary.rlm               package:MASS               R Documentation

Summary Method for Robust Linear Models

Description:

     'summary' method for objects of class '"rlm"'

Usage:

     ## S3 method for class 'rlm':
     summary(object, method = c("XtX", "XtWX"), correlation = FALSE, ...)

Arguments:

  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. 

Details:

     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.

Value:

     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. 

  stddev: A scale estimate used for the standard errors. 

      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. 

References:

     Venables, W. N. and Ripley, B. D. (2002) _Modern Applied
     Statistics with S._ Fourth edition.  Springer.

See Also:

     'summary'

Examples:

     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)

