when I use Splus "lmRobMM" method to do regression, it can return a output-
"scale" as for example "Residual scale estimate: 4.513 on 101 degrees of
freedom"
Can any one please tell me the definition and formula of this "Residual
scale"?
I saw something like "sqrt(deviance/df)"
what is the formula for "deviance"?
Thanks a lot!