Robust linear regression

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Description

This function is slightly modified from rlm.default in the package MASS. The only difference is an option of "known.scale", which is an input vector of the same length of y.

Usage

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## S3 method for class 'cate'
rlm(x, y, weights, ..., w = rep(1, nrow(x)), init = "ls",
  psi = psi.huber, scale.est = c("MAD", "Huber", "proposal 2"),
  k2 = 1.345, method = c("M", "MM"), wt.method = c("inv.var", "case"),
  maxit = 100, acc = 1e-04, test.vec = "resid", lqs.control = NULL,
  known.scale = NULL)