ROBREG: Stata module providing robust regression estimators

Jann, Ben (2021). ROBREG: Stata module providing robust regression estimators. [Software & Other Digital Items]

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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, the S estimator, as well as quantile
regression, each supporting robust standard errors based on influence
functions. Furthermore, basic implementations of LMS/LQS (least median/quantile
of squares) and LTS (least trimmed squares) are provided. An older version of
this routine is available as -robreg10-.

Item Type:

Software & Other Digital Items

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

Statistical Software Components

Publisher:

Boston College Department of Economics

Language:

English

Submitter:

Ben Jann

Date Deposited:

05 May 2021 15:37

Last Modified:

05 May 2021 15:37

Related URLs:

Additional Information:

Statistical Software Components S458931

BORIS DOI:

10.7892/boris.68934

URI:

https://boris.unibe.ch/id/eprint/155770

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