Re: st: need help to understand what STATA exactly does for robust regression(rreg)

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

At 06:07 PM 10/30/2004 -0400, ss7705@albany.edu wrote:
> Hi:
> can anyone help me by clearly explaining what STATA does to conduct robust
> regression? Or, in other words, what "rreg" does? Please explain as
> clearly as posible as the Stata help is unfortunately not self
> explanatory.
> Thanks,
> Snata Sadhu
I don't know how clear they are, but my notes on this (which are heavily 
adapted from Lawrence Hamilton's excellent "Statistics with Stata" book, 
the Stata manual, and some messages that appeared on Statalist) can be 
found on pp. 14-16 of

http://www.nd.edu/~rwilliam/stats2/l22.pdf

Robert Yaffee also has some excellent notes on this and related topics at

http://www.nyu.edu/its/socsci/Docs/robust_reg3.pdf

See especially pp. 69-85.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/