Skip to main content
2 of 4
deleted 107 characters in body
user603
  • 23k
  • 3
  • 88
  • 155

the robust scale is normally outputed by the routine you used to estimate the MM. For example in R:

library(robustbase)
data(coleman)
set.seed(0)
RlmST <- lmrob(log.light ~ log.Te, data = starsCYG)
RlmST$scale

There is no explicit formula to compute it: it's the result of an iterative

user603
  • 23k
  • 3
  • 88
  • 155