Description Usage Arguments Value Author(s) References

Modified Maximum Likelihood (MML) estimators are asymptotically equivalent to the ML estimators but their methodology works under the assumption of a known shape parameter. Robust Adaptive MML estimators weaken this assumption and are robust to vertical outliers as well as leverage points.

1 | ```
ramml(X,y,p,e)
``` |

`X` |
predictor matrix |

`y` |
response variable |

`p` |
shape parameter of long-tailed symmetric distribution (considered as robustness tuning constant) |

`e` |
parameter for the linearization of the intractable term |

`coef` |
vector of coefficients |

`scale` |
estimate of sigma |

`fitted.values` |
vector with fitted y-values |

`residuals` |
vector with y-residuals |

Sukru Acitas <sacitas@eskisehir.edu.tr>

S. Acitas, Robust Statistical Estimation Methods for High-Dimensional Data with Applications, tech. rep., TUBITAK 2219, International Post Doctoral Research Fellowship Programme, 2019.

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