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.. currentmodule:: statsmodels.robust
.. _rlm:
Robust Linear Models
====================
Introduction
------------
.. automodule:: statsmodels.robust.robust_linear_model
Examples
--------
::
import statsmodels.api as sm
data = sm.datasets.stackloss.load()
data.exog = sm.add_constant(data.exog)
rlm_model = sm.RLM(data.endog, data.exog, M=sm.robust.norms.HuberT())
rlm_results = rlm_model.fit()
print rlm_results.params
see also the `examples` and the `tests` folders
Module Reference
----------------
Model and Result Classes
^^^^^^^^^^^^^^^^^^^^^^^^
.. autosummary::
:toctree: generated/
RLM
RLMResults
.. _norms:
Norms
^^^^^
.. currentmodule:: statsmodels.robust.norms
.. autosummary::
:toctree: generated/
AndrewWave
Hampel
HuberT
LeastSquares
RamsayE
RobustNorm
TrimmedMean
TukeyBiweight
estimate_location
.. currentmodule:: statsmodels.robust.scale
Scale
^^^^^
.. autosummary::
:toctree: generated/
Huber
HuberScale
mad
huber
hubers_scale
stand_mad
Technical Documentation
-----------------------
.. toctree::
:maxdepth: 1
rlm_techn1
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