7.4.3.3.6. 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.

__init__()¶: x.__init__(...) initializes x; see help(type(x)) for signature

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