[RsR] hubers m-estimator in R / SPSS

[Martin Maechler]

>>>>> "MH" == Manfred Hammerl <manfred.hammerl using edu.uni-graz.at>
>>>>>     on Wed, 23 Feb 2011 17:14:51 +0100 writes:

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

so why on earth are you using SPSS at all?
...
actually it's hard to believe that they don't document what
their M-estimate does ...
but that would really belong to an SPSS help list rather than an
R one, right?

Martin

    MH> manfred


    MH> 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
    >> 


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

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