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Robustness in general refers to a statistic's insensitivity to deviations from its underlying assumptions (Huber and Ronchetti, 2009).

3 votes
1 answer
3k views

Pointers to understand "rlm" in R better?

Could you please point me to tutorial/notes that can help me understand "rlm" better? Here is an example: summary(rlm(stack.loss ~ ., stackloss, weights=myweights)) My questions are: a. How does th …
Luna's user avatar
  • 2,355
3 votes
0 answers
1k views

How to do goodness-of-fit and residual diagnosis for rlm in R?

I am reading What are common statistical sins?, and especially @jebyrnes answer: Failing to test the assumption that error is normally distributed and has constant variance between treatments. These …
Luna's user avatar
  • 2,355
3 votes
1 answer
2k views

How does "rlm" in R decide its "w" weights?

Following user603's advice, I opened a new question thread for this question. For your reference, the original question is here: Pointers to understand "rlm" in R better? My question is: How doe …
Luna's user avatar
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