Q:

What is the default psi function for the rlm (robust regression) function?

What is the default psi function for the rlm (robust regression) function from MASS package? Is it a bisquare function? If not, may I know what psi function it gives out by default if I do not specify anything except the y~x formula in it?

A:

The default psi is psi.huber. You can run the bisquare by specifying psi=psi.bisquare.

A:

Mark White is correct, but if you specify the popular method = 'MM' option, the default will be psi = psi.bisquare.  In fact, it will always be psi.bisquare, even if you specify otherwise.

