Jann, Ben (2021). ROBREG: Stata module providing robust regression estimators. [Software & Other Digital Items]
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Archive (version 2.0.1 08apr2021)
robreg.zip - Published Version Available under License BORIS Standard License. Download (38kB) |
Official URL: https://ideas.repec.org/c/boc/bocode/s458931.html
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 Dec 2022 15:50 |
Related URLs: |
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Additional Information: |
Statistical Software Components S458931 |
BORIS DOI: |
10.7892/boris.68934 |
URI: |
https://boris.unibe.ch/id/eprint/155770 |
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