1.. currentmodule:: statsmodels.robust 2 3 4.. _rlm: 5 6Robust Linear Models 7==================== 8 9Robust linear models with support for the M-estimators listed under `Norms`_. 10 11See `Module Reference`_ for commands and arguments. 12 13Examples 14-------- 15 16.. ipython:: python 17 18 # Load modules and data 19 import statsmodels.api as sm 20 data = sm.datasets.stackloss.load() 21 data.exog = sm.add_constant(data.exog) 22 23 # Fit model and print summary 24 rlm_model = sm.RLM(data.endog, data.exog, M=sm.robust.norms.HuberT()) 25 rlm_results = rlm_model.fit() 26 print(rlm_results.params) 27 28Detailed examples can be found here: 29 30* `Robust Models 1 <examples/notebooks/generated/robust_models_0.html>`__ 31* `Robust Models 2 <examples/notebooks/generated/robust_models_1.html>`__ 32 33Technical Documentation 34----------------------- 35 36.. toctree:: 37 :maxdepth: 1 38 39 rlm_techn1 40 41References 42^^^^^^^^^^ 43 44* PJ Huber. ‘Robust Statistics’ John Wiley and Sons, Inc., New York. 1981. 45* PJ Huber. 1973, ‘The 1972 Wald Memorial Lectures: Robust Regression: Asymptotics, Conjectures, and Monte Carlo.’ The Annals of Statistics, 1.5, 799-821. 46* R Venables, B Ripley. ‘Modern Applied Statistics in S’ Springer, New York, 47* C Croux, PJ Rousseeuw, 'Time-efficient algorithms for two highly robust estimators of scale' Computational statistics. Physica, Heidelberg, 1992. 48 49Module Reference 50---------------- 51 52.. module:: statsmodels.robust 53 54Model Classes 55^^^^^^^^^^^^^ 56 57.. module:: statsmodels.robust.robust_linear_model 58.. currentmodule:: statsmodels.robust.robust_linear_model 59 60.. autosummary:: 61 :toctree: generated/ 62 63 RLM 64 65Model Results 66^^^^^^^^^^^^^ 67 68.. autosummary:: 69 :toctree: generated/ 70 71 RLMResults 72 73.. _norms: 74 75Norms 76^^^^^ 77 78.. module:: statsmodels.robust.norms 79.. currentmodule:: statsmodels.robust.norms 80 81.. autosummary:: 82 :toctree: generated/ 83 84 AndrewWave 85 Hampel 86 HuberT 87 LeastSquares 88 RamsayE 89 RobustNorm 90 TrimmedMean 91 TukeyBiweight 92 estimate_location 93 94 95Scale 96^^^^^ 97 98.. module:: statsmodels.robust.scale 99.. currentmodule:: statsmodels.robust.scale 100 101.. autosummary:: 102 :toctree: generated/ 103 104 Huber 105 HuberScale 106 mad 107 hubers_scale 108 iqr 109 qn_scale 110