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st: RE: need help to understand what STATA exactly does for robustregression(rreg)


From   Miller.DavidJ@epamail.epa.gov
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: need help to understand what STATA exactly does for robustregression(rreg)
Date   Mon, 01 Nov 2004 18:16:49 -0500



Re: the question re: the robust regression command in Stata and a
request for a fuller explanation:


Alternatively, the book "Regression with Graphics" by Lawrence C.
Hamilton available in the Stata bookstore has a chapter devoted to
robust regression.  The chapter, in my opinion, does a particularly good
job of  explaining this and offers a number of examples.

 I understand that the author used Stata for the examples in the book
and believe that the explanations and descriptions offered in the book
corresponds exactly to what Stata does (IRLS, Huber weights, biweights
etc.).    Sample data sets are available on the Stata bookstore website.

david.





David Miller, Senior Scientist
Health Effects Division
Office of Pesticide Programs
703-305-5352 (voice)
703 605-1289 (fax)

visit: http://www.epa.gov/pesticides/

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