The parent class for the norms used for robust regression.
Lays out the methods expected of the robust norms to be used by scikits.statsmodels.RLM.
| Parameters: | None : :
|
|---|
See also
Notes
Currently only M-estimators are available.
References
PJ Huber. ‘Robust Statistics’ John Wiley and Sons, Inc., New York, 1981.
Methods
| psi(z) | Abstract method: |
| psi_deriv(z) | Abstract method: |
| rho(z) | Abstract method: |
| weights(z) | Abstract method: |
| call | Returns the value of estimator rho applied to an input |