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Nick Cox
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robustly Robustly standardize residuals in MM regression

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,

robustly standardize residuals in MM regression

Does anyone know how it we can robustly standardize the residuals in MM regression? I mean that first we perform MM regression and then obtain the residuals. how we can robustly standardized the residuals obtain from MM regression? I have found the method for least median squares(LMS) and least trimmed mean square (LTS) which the scale of the errors is estimated using a formula and then the residuals will be divided to that estimated scale. But for MM regression I couldnt find a formula for estimating the scale of the errors in order to standardize the residuals.

Thanks for your help,

Robustly standardize residuals in MM regression

Does anyone know how we can robustly standardize the residuals in MM regression? First we perform MM regression and then obtain the residuals: how can we robustly standardize the residuals obtained from MM regression? I have found the method for least median squares  (LMS) and least trimmed mean squares (LTS) in which the scale of the errors is estimated using a formula and then the residuals will be divided by that estimated scale. But for MM regression I could not find a formula for estimating the scale of the errors in order to standardize the residuals.

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robustly standardize residuals in MM regression

Does anyone know how it we can robustly standardize the residuals in MM regression? I mean that first we perform MM regression and then obtain the residuals. how we can robustly standardized the residuals obtain from MM regression? I have found the method for least median squares(LMS) and least trimmed mean square (LTS) which the scale of the errors is estimated using a formula and then the residuals will be divided to that estimated scale. But for MM regression I couldnt find a formula for estimating the scale of the errors in order to standardize the residuals.

Thanks for your help,