File: lmrob..D..fit.Rd

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\name{lmrob..D..fit}
\alias{lmrob..D..fit}
\title{Compute Design Adaptive Scale estimate}
\description{This function calculates a Design Adaptive Scale estimate
  for a given MM-estimate. This is supposed to be a part of a chain of
  estimates like \code{SMD} or \code{SMDM}.
}
\usage{
lmrob..D..fit(obj, x=obj$x, control = obj$control,
              mf,
              method = obj$control$method)
}
\arguments{
  \item{obj}{\code{lmrob}-object based on which the estimate is to be
    calculated.}
  \item{x}{the design matrix; if \code{\link{missing}}, the method tries
    to get it from \code{obj$x} and if this fails from \code{obj$model}.}
  \item{control}{list of control parameters, as returned
    by \code{\link{lmrob.control}}.}
  \item{mf}{defunct.}
  \item{method}{optional; the \code{method} used for \emph{obj} computation.}
}
\details{
  This function is used by \code{\link{lmrob.fit}} and typically not to
  be used on its own.  Note that \code{lmrob.fit()} specifies
  \code{control} potentially differently than the default, but does use
  the default for \code{method}.
}
\value{The given \code{lmrob}-object with the following elements updated:
  \item{scale}{The Design Adaptive Scale estimate}
  \item{converged}{ \code{TRUE} if the scale calculation converged,
    \code{FALSE} other.}
}
\references{
  Koller, M. and Stahel, W.A. (2011), Sharpening Wald-type inference in
  robust regression for small samples, \emph{Computational Statistics &
  Data Analysis} \bold{55}(8), 2504--2515.
}
\seealso{
  \code{\link{lmrob.fit}}, \code{\link{lmrob}}
}
\examples{
data(stackloss)
## Compute manual SMD-estimate:
## 1) MM-estimate
m1 <- lmrob(stack.loss ~ ., data = stackloss)
## 2) Add Design Adaptive Scale estimate
m2 <- lmrob..D..fit(m1)
print(c(m1$scale, m2$scale))

summary(m1)
summary(m2) ## the covariance matrix estimate is also updated
}
\author{Manuel Koller}
\keyword{robust}
\keyword{regression}