statsmodels.robust.norms.RobustNorm¶
-
class
statsmodels.robust.norms.
RobustNorm
[source]¶ The parent class for the norms used for robust regression.
Lays out the methods expected of the robust norms to be used by statsmodels.RLM.
Parameters: None :
Some subclasses have optional tuning constants.
See also
statsmodels.rlm
,and
Notes
Currently only M-estimators are available.
References
PJ Huber. ‘Robust Statistics’ John Wiley and Sons, Inc., New York, 1981.
- DC Montgomery, EA Peck. ‘Introduction to Linear Regression Analysis’,
- John Wiley and Sons, Inc., New York, 2001.
- R Venables, B Ripley. ‘Modern Applied Statistics in S’
- Springer, New York, 2002.
Methods
psi
(z)Derivative of rho. psi_deriv
(z)Deriative of psi. rho
(z)The robust criterion estimator function. weights
(z)Returns the value of psi(z) / z