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


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:
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.

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