REGRM: Robust Estimators for a Generalized Ratio Model

Robust estimator for a cconventional ratio model (gamma=1/2) with Huber's weight function and AAD scal by iteratively re-weighted least squares (IRLS) algorithm for M-estimation

1	RrHb.aad(x1, y1, c1 = 2.3, rp.max = 100, cg.rt = 0.01)

`x1`	single explanatory variable
`y1`	objective variable to be imputed
`c1`	tuning parameter from 1.15 to 2.30 for the scale parameter of AAD(average absolute deviation) and from 1.44 to 2.88 for the scale parameter of MAD(median absolute deviation)
`rp.max`	maximum number of iteration
`cg.rt`	convergence condition to stop iteration (default: cg1=0.001)

a list with the following elements par robustly estimated ratio of y1 to x1 res homoscedastic quasi-residuals wt robust weights rp total number of iteration s1 changes of the scale (AAD or MAD) efg error flag. 1: acalculia (all weights become zero) 0: successful termination

kazwd2008/REGRM documentation built on Nov. 20, 2019, 9:46 a.m.