RrTa.mad: RrTa.mad: Robust estimator for a generalized ratio model...

In kazwd2008/REGRM: Robust Estimators for a Generalized Ratio Model

Description

RrTa.mad: Robust estimator for a generalized ratio model (gamma=1) with Tukey biweight function and MAD scale by iteratively re-weighted least squares (IRLS) algorithm for M-estimation

Usage

RrTa.mad(x1, y1, c1 = 10.03, rp.max = 100, cg.rt = 0.01)

Arguments

x1	single explanatory variable
y1	objective variable to be imputed
c1	tuning parameter from 4 to 8 for the scale parameter of AAD(average absolute deviation) and from 5.01 to 10.03 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)

Value

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.