What is the default psi function for the rlm (robust regression) function from MASS package? Is it a bisquare function? If not, may I know what psi function it gives out by default if I do not specify anything except the y~x formula in it?
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1This is covered quite clearly in the help on the function. – Glen_b May 12 '17 at 03:46
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The default psi is psi.huber. You can run the bisquare by specifying psi=psi.bisquare.
Mark White
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Thank you so much. If you don't mind, may I know the mathematical expression for the psi.huber used in this function? – Eric May 12 '17 at 10:21
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Mark White is correct, but if you specify the popular method = 'MM' option, the default will be psi = psi.bisquare. In fact, it will always be psi.bisquare, even if you specify otherwise.
Tim Atreides
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