[RsR] Can I calculate the p-value of the robust regression at this way?
The output for the rlm(),lmRob(),lmrob() didn't give the R-squared and the p-value of the equation. There seems to be no function that can do these things.Can we calculate it as in the OLS(ordinary least squared) regression? The method in OLS use the SSE and SSR to calculate the f for F test. The p-value generated in the F test is the p-value for the OLS regression equation. Can we do it in the robust regression?