robeth (version 2.6)

airefq: Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative and nu qualitative covariates

Description

See Marazzi A. (1993), p.170

Usage

airefq(t, expsi = psi, exu = ucv, exw = www, itype = .dFvGet()$ite, mu, sigmx = 1, 
       upper = .dFvGet()$upr, til = .dFvGet()$tli, tau = .dFvGet()$tua, nobs = nrow(t), 
       maxit = .dFvGet()$mxe, tol = .dFvGet()$tlo, init = .dFvGet()$ini, 
       nitmon = .dFvGet()$ntm)

Arguments

t

See reference

expsi

See reference

exu

See reference

exw

See reference

itype

See reference

mu

See reference

sigmx

See reference

upper

See reference

til

See reference

tau

See reference

nobs

See reference

maxit

See reference

tol

See reference

init

See reference

nitmon

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.170