Re: [R] [RsR] How does "rlm" in R decide its "w" weights for each IRLS iteration?

Hi Michael, S Ellison, I do not actually understand what you want to achieve with the M estimates of rlm in MASS, but why you do not give a try of lmrob in 'robustbase'. Please have a llok in the references (?lmrob) about the advantages of MM estimators over the M estimators. Best regards, Valent

Re: [R] [RsR] How does "rlm" in R decide its "w" weights for each IRLS iteration?

> -Original Message- > Subject: [RsR] How does "rlm" in R decide its "w" weights for > each IRLS iteration? > I am also confused about the manual: > >a. The input arguments: > > wt.method are the weights case weights (giving the relative > importance of case, so a weight