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[RsR] hubers m-estimator in R / SPSS

3 messages · Manfred Hammerl, Martin Maechler, Rudi Dutter

Original
Manfred Hammerl
# 
thanks. of course, that was my idea too, but i couldn't find out which 
scale estimator spss uses. no manual, book, paper or whatever contains 
information about that. i tried other programs (like R or the ACM-tool), 
which use MAD, SMAD or an iterated standard deviation, but i always get 
different results with spss...

manfred


Am 22.02.2011 00:42, schrieb Matias Salibian-Barrera:

  
    

      
      
    

  


  


    

    

      
      

        


  

        

      Martin Maechler
    

    

      
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MH> thanks. of course, that was my idea too, but i couldn't find out which 
    MH> scale estimator spss uses. no manual, book, paper or whatever contains 
    MH> information about that. i tried other programs (like R or the ACM-tool), 
    MH> which use MAD, SMAD or an iterated standard deviation, but i always get 
    MH> different results with spss...

so why on earth are you using SPSS at all?
...
actually it's hard to believe that they don't document what
their M-estimate does ...
but that would really belong to an SPSS help list rather than an
R one, right?

Martin

    MH> manfred


    MH> Am 22.02.2011 00:42, schrieb Matias Salibian-Barrera:
    >> 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
    >>> 
    >>> _______________________________________________
    >>> R-SIG-Robust at r-project.org mailing list
    >>> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
    >> 


    MH> -- 
    MH> MMag. Manfred Hammerl, BBakk.
    MH> manfred.hammerl at edu.uni-graz.at

    MH> _______________________________________________
    MH> R-SIG-Robust at r-project.org mailing list
    MH> https://stat.ethz.ch/mailman/listinfo/r-sig-robust

  
  


  


      

    

    

      
      

        


  

        

      Rudi Dutter
    

    

      
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Martin,

I agree fully with you. It reminds me that some 30 years ago I puzzled
around why SPSS produces negative variances. It was not too difficult to
find out the reason by trial and error. Conclusion: We didn't recommend
the usage SPSS at a scientific level any more, and some years ago, we
cancelled all licenses from our institute. I am not surprised that
Hubers algorithm remains mysterious in that package.
Sorry to say that.

Rudi

        
Martin Maechler wrote: