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.
See also
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)Derivative of psi.
rho
(z)The robust criterion estimator function.
weights
(z)Returns the value of psi(z) / z