nag_robust_m_regsn_estim (g02hac) Example Program Results
** Iteration monitoring for weights **
Iteration 1 max(abs(s(i,j))) = 1.93661e-01
A
Row
1 1.04e+00
2 8.73e-18 8.05e-01
3 8.73e-18 5.26e-20 8.05e-01
Iteration 2 max(abs(s(i,j))) = 9.25129e-02
A
Row
1 1.08e+00
2 -7.92e-18 8.80e-01
3 -6.96e-18 1.97e-18 8.80e-01
Iteration 3 max(abs(s(i,j))) = 3.56059e-02
A
Row
1 1.10e+00
2 2.34e-18 9.11e-01
3 2.46e-18 -4.84e-19 9.11e-01
Iteration 4 max(abs(s(i,j))) = 1.29404e-02
A
Row
1 1.11e+00
2 2.56e-18 9.23e-01
3 2.94e-18 7.72e-18 9.23e-01
Iteration 5 max(abs(s(i,j))) = 4.81557e-03
A
Row
1 1.12e+00
2 2.37e-18 9.27e-01
3 3.04e-18 -9.20e-20 9.27e-01
Iteration 6 max(abs(s(i,j))) = 1.81167e-03
A
Row
1 1.12e+00
2 -1.54e-17 9.29e-01
3 -1.44e-17 -8.96e-18 9.29e-01
Iteration 7 max(abs(s(i,j))) = 6.81356e-04
A
Row
1 1.12e+00
2 3.88e-18 9.29e-01
3 3.07e-18 -4.35e-18 9.29e-01
Iteration 8 max(abs(s(i,j))) = 2.56005e-04
A
Row
1 1.12e+00
2 -1.72e-17 9.30e-01
3 -1.76e-17 -3.91e-18 9.30e-01
Iteration 9 max(abs(s(i,j))) = 9.61466e-05
A
Row
1 1.12e+00
2 -7.77e-18 9.30e-01
3 -1.01e-17 6.47e-18 9.30e-01
Iteration 10 max(abs(s(i,j))) = 3.61034e-05
A
Row
1 1.12e+00
2 -1.29e-17 9.30e-01
3 -1.61e-17 -4.62e-18 9.30e-01
** Iteration monitoring for theta **
iteration sigma j theta rs
1 1.63136e+00 1 3.93035e+00 -3.93035e+00
2 1.24942e+00 -1.24942e+00
3 9.19080e-01 -9.19080e-01
2 4.48276e-01 1 3.96250e+00 -3.21549e-02
2 1.30833e+00 -5.89084e-02
3 8.58333e-01 6.07465e-02
3 3.70260e-01 1 3.97530e+00 -1.28013e-02
2 1.30833e+00 2.22045e-16
3 8.41265e-01 1.70684e-02
4 3.23188e-01 1 3.98577e+00 -1.04731e-02
2 1.30833e+00 -2.22045e-16
3 8.27301e-01 1.39642e-02
5 2.91377e-01 1 3.99829e+00 -1.25129e-02
2 1.30833e+00 4.44089e-16
3 8.10617e-01 1.66839e-02
6 2.62746e-01 1 4.02376e+00 -2.54714e-02
2 1.30833e+00 -4.44089e-16
3 7.76655e-01 3.39618e-02
7 2.26353e-01 1 4.04231e+00 -1.85490e-02
2 1.30833e+00 -2.22045e-16
3 7.51923e-01 2.47320e-02
8 2.09006e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
9 2.04291e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
10 2.03057e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
11 2.02737e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
12 2.02654e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
13 2.02633e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
14 2.02627e-01 1 4.04231e+00 0.00000e+00
2 1.30833e+00 0.00000e+00
3 7.51923e-01 0.00000e+00
Sigma = 0.2026
Theta Standard errors
4.0423 0.0384
1.3083 0.0272
0.7519 0.0311
Weights Residuals
0.5783 0.1179
0.5783 0.1141
0.5783 -0.0987
0.5783 -0.0026
0.4603 -0.1256
0.4603 -0.6385
0.4603 0.0410
0.4603 -0.0462