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
[RsR] hubers m-estimator in R / SPSS
2 messages · Manfred Hammerl
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