Control for Mallows-type Robust GLM Estimator

DESCRIPTION:

Allows users to set parameters for glmRob.

USAGE:

glmRob.mallows.control(wt.fn = wt.carroll, wt.tuning = 8)

OPTIONAL ARGUMENTS:

wt.fn
a weight function that might depend on a tuning constant. This function will be evaluated at the square root of the robust Mahalanobis distances of the covariates divided by their dimension.
wt.tuning
a tuning constant for wt.fn.

VALUE:

a list is returned, consisting of these parameters packaged to be used by glmRob(). The values for glmRob.mallows.control() can be supplied directly in a call to glmRob(). These values are filtered through glmRob.mallows.control() inside glmRob().

SEE ALSO:

.

EXAMPLES:

glmRob(formula, family, fit.method = 'mallows', mallows.control=glmRob.mallows.control(wt.fn = wt.huber))
glmRob(formula, family, fit.method = 'mallows', wt.tuning = 5)
# These are equivalent