Huber-M estimator for Robust Linear Regression R Vs Python

Asked Mar 08 '21 at 06:05

Active Mar 08 '21 at 06:05

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For Robust Linear regression in R using package Huber-M estimator, we use the below code:

rlm(x,y, weight,init='ls' psi=psi.huber, scaler.est=c('MAD'), method=c('M), maxit=50)

Is there any similar package in Python?

asked Mar 08 '21 at 06:05

Ussu20

1

Do you mean Huber Regressor in scikit? An example to calculate it can be found her, later in the post: https://machinelearningmastery.com/robust-regression-for-machine-learning-in-python/ – Patrick Bormann Mar 08 '21 at 09:18

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