Does anyone know how it we can robustly standardize the residuals in MM regression? I mean that firstFirst we perform MM regression and then obtain the residuals.: how we can we robustly standardizedstandardize the residuals obtainobtained from MM regression? I have found the method for least median squares (LMS) and least trimmed mean squaresquares (LTS) in which the scale of the errors is estimated using a formula and then the residuals will be divided toby that estimated scale. But for MM regression I couldntcould not find a formula for estimating the scale of the errors in order to standardize the residuals.
Thanks for your help,