\name{rlmFit} \alias{rlmFit} \title{ Fitter Functions for Robust Linear Models } \description{ These are the basic computing engines called by \code{\link{RLM}} used to fit robust linear models. These should not be used directly unless by experienced users. } \usage{ rlmFit(x, y, maxit=20L, k=1.345, offset=NULL,method=c("joint","rlm"), cov.formula=c("weighted","asymptotic"),start=NULL, error.limit=0.01) } \arguments{ \item{x}{ design matrix of dimension n * p. } \item{y}{ vector of observations of length n, or a matrix with n rows. } \item{maxit}{ the limit on the number of IWLS iterations. } \item{k}{ tuning constant used for Huber proposal 2 scale estimation. } \item{offset}{ numeric of length n. This can be used to specify an a priori known component to be included in the linear predictor during fitting. } \item{method}{ currently, only method="rlm.fit" is supported. } \item{cov.formula}{ are the methods to compute covariance matrix, currently either weighted or asymptotic. } \item{start}{ vector containing starting values for the paramter estimates. } \item{error.limit}{ the convergence criteria during iterative estimation. } } \value{ a list with components \item{coeffecients }{p vector} \item{Std.Error }{p vector} \item{t.value }{p vector} \item{cov.matrix }{matrix of dimension p*p} \item{res.SD }{value of residual standard deviation} ... } \references{ Yudi Pawitan: In All Likelihood: Statistical modeling and inference using likelihood. Oxford University Press. 2001. } \author{ Stefano Calza , Suo Chen and Yudi Pawitan. } \seealso{ \code{\link{RLM}} which you should use for robust linear regression usually. } \examples{ set.seed(133) n <- 9 p <- 3 X <- matrix(rnorm(n * p), n,p) #no intercept y <- rnorm(n) RLM.fit <- rlmFit (x=X, y=y) }