Constant for the Optimal Loss (Weight) Function

DESCRIPTION:

Returns the constant of the optimal loss (weight) function, given the asymptotic efficiency.

USAGE:

lmRobMM.effvy(eff) 

REQUIRED ARGUMENTS:

eff
the asymptotic efficiency required.

VALUE:

the constant of the optimal loss (weight) function which will give the required asymptotic efficiency.

REFERENCES:

Gervini, D., and Yohai, V. (1997): A robust and fully efficient weighted least squares estimator. mimeo.

SEE ALSO:

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