st: qreg versus rreg

[Richard Williams <Richard.A.Williams.5@nd.edu>]

This came up several months ago on the list but I am still confused:  As a 
means for dealing with outliers, what are the relative merits of -rreg- and 
-qreg-?  When should one be preferred over the other?

As I understand it, -rreg- goes through this complicated weighting scheme, 
which causes outliers to be weighted less heavily.  -qreg- (by default) 
does median regression, and the median is less affected by outliers than 
the mean is.

In terms of giving a quick 30 second intuitive explanation, I like 
-qreg-.  On the other hand, in the few examples I've tried myself or seen 
elsewhere, the results from -rreg- seemed more plausible.  On the other 
other hand, in those examples -rreg- basically just dropped the extreme 
outliers, and I could do that myself without a fancy program.

This is one of the problems with using Stata in a stats class.  When I only 
used SPSS, these issues never came up, because as far as I can tell SPSS 
can't do anything like this!


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Richard Williams, Notre Dame Dept of Sociology
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