Generate matrix of estimating equations for lmrob() fit

Usage

# S3 method for class 'lmrob'
estfun(x, ...)

# S3 method for class 'lmrob'
bread(x, ...)

Arguments

x: An lmrob object produced using an MM/SM estimator chain
...: Additional arguments to be passed to bread

Value

A \(n\times \)(p+1) matrix where the first column corresponds to the scale estimate and the remaining \(p\) colums correspond to the coefficients

A \(p\times \)(p+1) matrix where the first column corresponds to the scale estimate and the remaining \(p\) colums correspond to the coefficients

Details

This is part of a workaround for an issue in the robustbase code affecting sandwich covariance estimation. The issue in question is issue #6471, robustbase project on R-Forge. This function contributes to providing sandwich estimates of covariance-adjusted standard errors for robust linear covariance adjustment models.

Author

Ben B. Hansen