Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative and nu qualitative covariates
See Marazzi A. (1993), p.170
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)
t |
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expsi |
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exu |
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exw |
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itype |
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mu |
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sigmx |
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upper |
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til |
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tau |
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nobs |
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maxit |
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tol |
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init |
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nitmon |
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See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.170
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