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From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 31 Oct 2004 16:21:11 -0500 |

At 06:07 PM 10/30/2004 -0400, ss7705@albany.edu wrote:

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 ofHi: 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

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.

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**References**:**st: need help to understand what STATA exactly does for robust regression(rreg)***From:*ss7705@albany.edu

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