Hi list, 1) How can the MM-estimator method="MM" in function rlm be tuned to 85% efficiency? It seems that there is a default tuning to 95%. I presume, but am not sure, that the MM-estimator uses phi=phi.bisquare as default and the tuning constant could be set by adding a parameter c=... Is this true? Which value to use for 85%? (In principle I should be able to figure that out theoretically, but it would be much easier if somebody already knew the constant or a straightforward way to compute it.)
2) The M-estimator with bisquare uses "rescaled MAD of the residuals" as scale estimator according to the rlm help page. Does this mean that a scale estimator is used which is computed from least squares residuals? Are M-estimator and residual scale estimator iterated until convergence of them both? (Does this converge?) Or what else? What does "rescaled" mean? Thank you, Christian *** NEW ADDRESS! *** Christian Hennig University College London, Department of Statistical Science Gower St., London WC1E 6BT, phone +44 207 679 1698 [EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html