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 : :
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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.
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 |