[RsR] hubers m-estimator in R / SPSS
Manfred Hammerl
m@n|red@h@mmer| @end|ng |rom edu@un|-gr@z@@t
Sat Feb 19 03:35:57 CET 2011
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
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