[RsR] hubers m-estimator in R / SPSS

[Manfred Hammerl]

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 using r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>


-- 
MMag. Manfred Hammerl, BBakk.
manfred.hammerl using edu.uni-graz.at