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What is the default psi function for the rlm (robust regression) function from MASS package? Is it a bisquare function? If not, may I know what psi function it gives out by default if I do not specify anything except the y~x formula in it?

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    $\begingroup$ This is covered quite clearly in the help on the function. $\endgroup$
    – Glen_b
    May 12, 2017 at 3:46

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The default psi is psi.huber. You can run the bisquare by specifying psi=psi.bisquare.

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    $\begingroup$ Thank you so much. If you don't mind, may I know the mathematical expression for the psi.huber used in this function? $\endgroup$
    – Eric
    May 12, 2017 at 10:21
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Mark White is correct, but if you specify the popular method = 'MM' option, the default will be psi = psi.bisquare. In fact, it will always be psi.bisquare, even if you specify otherwise.

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