thanks. of course, that was my idea too, but i couldn't find out which scale estimator spss uses. no manual, book, paper or whatever contains information about that. i tried other programs (like R or the ACM-tool), which use MAD, SMAD or an iterated standard deviation, but i always get different results with spss...

manfred


Am 22.02.2011 00:42, schrieb Matias Salibian-Barrera:
Hello Manfred,

I'm not familiar with SPSS, but based on my experience, I'll go out on a
limb and say that the difference may be on the scale estimator that it's
used (either a preliminary estimator like the MAD) or a simultaneously
computer M-scale. Hopefully the SPSS manual will have some details.

Matias


On 11-02-18 06:35 PM, Manfred Hammerl sat down at the computer and wrote:
hello, i'm new to robust statistics but found out very quick that R
(used huber, hubers and huberM) and SPSS (huber m-estimator) calculate
different location estimates, given the same tuning constant k. since
the differences a really not very small, i wanted to get some detailed
information about this but i couldn't find out which algorithm SPSS uses
to calculate hubers estimator so far...

does anyone know something about SPSS's huber function?

greetings,

manfred

_______________________________________________
R-SIG-Robust@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-robust



--
MMag. Manfred Hammerl, BBakk.
manfred.hamm...@edu.uni-graz.at

_______________________________________________
R-SIG-Robust@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-robust

Reply via email to