Hello Manfred,
I'm not familiar with SPSS, but based on my experience, I'll go out on a
limb and say that the difference may be on the scale estimator that it's
used (either a preliminary estimator like the MAD) or a simultaneously
computer M-scale. Hopefully the SPSS manual will have some details.
Matias
On 11-02-18 06:35 PM, Manfred Hammerl sat down at the computer and wrote:
hello, i'm new to robust statistics but found out very quick that R
(used huber, hubers and huberM) and SPSS (huber m-estimator) calculate
different location estimates, given the same tuning constant k. since
the differences a really not very small, i wanted to get some detailed
information about this but i couldn't find out which algorithm SPSS uses
to calculate hubers estimator so far...
does anyone know something about SPSS's huber function?
greetings,
manfred