Re: [R] rlm/M/MM-estimator questions

Christian Hennig wrote: 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

[R] rlm/M/MM-estimator questions

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

Re: [R] rlm/M/MM-estimator questions

Christian Hennig wrote: 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