aircraft.RdAircraft Data, deals with 23 single-engine aircraft built over the years 1947-1979, from Office of Naval Research. The dependent variable is cost (in units of $100,000) and the explanatory variables are aspect ratio, lift-to-drag ratio, weight of plane (in pounds) and maximal thrust.
data(aircraft, package="robustbase")A data frame with 23 observations on the following 5 variables.
X1Aspect Ratio
X2Lift-to-Drag Ratio
X3Weight
X4Thrust
YCost
P. J. Rousseeuw and A. M. Leroy (1987) Robust Regression and Outlier Detection; Wiley, page 154, table 22.
data(aircraft)
summary( lm.airc <- lm(Y ~ ., data = aircraft))
#>
#> Call:
#> lm(formula = Y ~ ., data = aircraft)
#>
#> Residuals:
#> Min 1Q Median 3Q Max
#> -14.891 -3.955 -1.233 5.753 17.594
#>
#> Coefficients:
#> Estimate Std. Error t value Pr(>|t|)
#> (Intercept) -3.7913892 10.1157023 -0.375 0.71219
#> X1 -3.8529189 1.7630016 -2.185 0.04232 *
#> X2 2.4882665 1.1867538 2.097 0.05042 .
#> X3 0.0034988 0.0004790 7.305 8.72e-07 ***
#> X4 -0.0019537 0.0004986 -3.918 0.00101 **
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> Residual standard error: 8.406 on 18 degrees of freedom
#> Multiple R-squared: 0.8836, Adjusted R-squared: 0.8578
#> F-statistic: 34.17 on 4 and 18 DF, p-value: 3.501e-08
#>
summary(rlm.airc <- MASS::rlm(Y ~ ., data = aircraft))
#>
#> Call: rlm(formula = Y ~ ., data = aircraft)
#> Residuals:
#> Min 1Q Median 3Q Max
#> -13.0636 -3.6520 -0.6103 4.7975 26.9243
#>
#> Coefficients:
#> Value Std. Error t value
#> (Intercept) -1.2850 8.6035 -0.1494
#> X1 -3.4214 1.4994 -2.2818
#> X2 2.2160 1.0093 2.1955
#> X3 0.0029 0.0004 7.2207
#> X4 -0.0016 0.0004 -3.6940
#>
#> Residual standard error: 6.946 on 18 degrees of freedom
aircraft.x <- data.matrix(aircraft[,1:4])
c_air <- covMcd(aircraft.x)
c_air
#> Minimum Covariance Determinant (MCD) estimator approximation.
#> Method: Fast MCD(alpha=0.5 ==> h=14); nsamp = 500; (n,k)mini = (300,5)
#> Call:
#> covMcd(x = aircraft.x)
#> Log(Det.): 30.28
#>
#> Robust Estimate of Location:
#> X1 X2 X3 X4
#> 4.188 1.944 14404.688 11165.000
#> Robust Estimate of Covariance:
#> X1 X2 X3 X4
#> X1 3.0537 -0.1493 -6756 -9478
#> X2 -0.1493 0.3612 1839 1581
#> X3 -6756.3061 1839.4958 31615868 33454095
#> X4 -9478.3250 1580.7394 33454095 47868871