[R] Subject: Suggestion regarding default MAD constant
Thomas Subia
tg@77m @end|ng |rom y@hoo@com
Sun Sep 20 09:48:19 CEST 2026
Hi all,
While working with signed-error distributions that are often skewed, I noticed
that using `mad(x)` with the default constant (1.4826) can unintentionally widen
the dispersion estimate enough to mask important structure in the data.
For diagnostic and tolerance-testing workflows, especially when symmetry cannot
be assumed, using `mad(x, constant = 1)` gives a more interpretable “bulk”
interval because it reflects the raw median absolute deviation without scaling
to a normal model.
Before applying any parametric center/spread metrics, I’ve found it helpful to
plot a boxplot or ECDF to check for skew and tail weight. In skewed cases,
`constant = 1` behaves more robustly.
Is there any interest in discussing whether `constant = 1` might be a more
appropriate default for nonparametric workflows, or whether a note in the
documentation might help users choose the right constant for their context?
Thanks,
Thomas
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