Recent research on the use of M-estimation methodology for detecting and treating verified influential values in economic surveys found that initial parameter settings affect effectiveness. In this article, we explore the basic question of how to develop initial settings for the M-estimation parameters. The economic populations that we studied are highly skewed and are consequently highly stratified. While we investigated settings for several parameters, the most challenging problem was to develop an “automatic” data-driven method for setting the initial value of the tuning constant