ROBREG: Stata module providing robust regression estimators
| Data(s) |
27/01/2010
|
|---|---|
| Resumo |
robreg provides a number of robust estimators for linear regression models. Among them are the high breakdown-point and high efficiency MM-estimator, the Huber and bisquare M-estimator, and the S-estimator, each supporting classic or robust standard errors. Furthermore, basic versions of the LMS/LQS (least median of squares) and LTS (least trimmed squares) estimators are provided. Note that the moremata package, also available from SSC, is required. |
| Formato |
application/zip |
| Identificador |
http://boris.unibe.ch/68934/1/robreg.zip Jann, Ben (27 January 2010). ROBREG: Stata module providing robust regression estimators (Statistical Software Components S457114). Boston College Department of Economics doi:10.7892/boris.68934 |
| Idioma(s) |
eng |
| Publicador |
Boston College Department of Economics |
| Relação |
http://boris.unibe.ch/68934/ https://ideas.repec.org/c/boc/bocode/s457114.html |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
Jann, Ben (27 January 2010). ROBREG: Stata module providing robust regression estimators (Statistical Software Components S457114). Boston College Department of Economics |
| Palavras-Chave | #300 Social sciences, sociology & anthropology |
| Tipo |
info:eu-repo/semantics/workingPaper info:eu-repo/semantics/publishedVersion NonPeerReviewed |
