ASeff

ASeff finds the constant c which is associated to the requested efficiency for Andrew's sine function

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Syntax

Description

example

ceff =ASeff(eff, v) Find c for a given efficiency.

Examples

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  • Find c for a given efficiency.

    • The constant c associated to a nominal location efficiency of 95% in regression is c = 1.3387 

    c=ASeff(0.95,1)

    Input Arguments

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    eff — required efficiency. Scalar.

    Scalar which contains the required efficiency (of location or scale estimator).

    Data Types: single|double Generally eff=0.85, 0.9 or 0.95

    v — Number of response variables. Scalar.

    e.g. in regression p=1 UP TO NOW v=1 (JUST REGRESSION) TO DO FOR MULTIVARIATE ANALYSIS

    Data Types: single|double|int32|int64

    Output Arguments

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    ceff —Requested tuning constant. Scalar

    Tuning constatnt of Andrew's rho function associated to requested value of efficiency

    References

    Andrews, D.F., Bickel, P.J., Hampel, F.R., Huber, P.J., Rogers, W.H., and Tukey, J.W. (1972), "Robust Estimates of Location: Survey and Advances", Princeton Univ. Press, Princeton, NJ. [p. 203]

    Andrews, D. F. (1974). A Robust Method for Multiple Linear Regression, "Technometrics", V. 16, pp. 523-531, https://doi.org/10.1080/00401706.1974.10489233

    Riani, M., Cerioli, A. and Torti, F. (2014), On consistency factors and efficiency of robust S-estimators, "TEST", Vol. 23, pp. 356-387, http://dx.doi.org/10.1007/s11749-014-0357-7

    See Also

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