ROBREG: Stata module providing robust regression estimators

Jann, Ben (27 January 2010). ROBREG: Stata module providing robust regression estimators (Statistical Software Components S457114). Boston College Department of Economics

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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, 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.

Item Type:

Working Paper

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:

20 May 2016 15:30

BORIS DOI:

10.7892/boris.68934

URI:

https://boris.unibe.ch/id/eprint/68934

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