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`bootcoefs` does not work with non-MM estimates
The bootcoefs
method does not work for objects created by robustbase::lmrob()
which are not MM-estimates. The issue is with the FRB procedure which wrongly assumes that the object is an MM-estimate.
The following example was reported by Adam Pennell and @mmaechler:
data <- data.frame(lifeExp = state.x77[, "Life Exp"], USArrests[ , -3])
mUSArr <- complmrob(lifeExp ~ ., data = data)
bc0 <- bootcoefs(mUSArr) # works
## now using lmrob() to compute an MM-estimate
fm1 <- lmrob(lifeExp ~ ., data = data)
bc1 <- bootcoefs(fm1) # works too
# Compute a robust estimate which is not an MM-estimate
fm2 <- lmrob(lifeExp ~ ., data = data, setting = "KS2014")
bc2 <- bootcoefs(fm2) # print "simpleError ..."
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