Jann, Ben (2010). ROBREG10: Stata module providing robust regression estimators. [Software & Other Digital Items]
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Archive (version 1.1.1 27jan2010)
robreg.zip - Published Version Available under License BORIS Standard License. Download (16kB) |
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. A newer version of this routine is available as -robreg-.
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: |
20 May 2016 15:30 |
Last Modified: |
05 Dec 2022 14:47 |
Additional Information: |
Statistical Software Components S457114 |
BORIS DOI: |
10.7892/boris.68934 |
URI: |
https://boris.unibe.ch/id/eprint/68934 |
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