Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: robust test


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: robust test
Date   Tue, 01 Aug 2006 17:27:07 -0400

There are several things that can be done. One way is to perform a
sensitivity analysis.  Another is to perform an extreme bounds analysis.
 One could run a senario analysis, with stress testing.  One could run a
recursive least squares estimation or a rolling regression to assess
parameter constancy.  Residual analysis will reveal deviations from
standard error size, normality, and homogeneity.
   
  


Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: irodriguez <irodriguez@utdt.edu>
Date: Tuesday, August 1, 2006 3:53 pm
Subject: st: robust test

> dears 
> which tests can I use to check if a model estimated with maximum 
> likelihood 
> is robust?
> Thanks
> 
> 
> *
> *   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/
> 
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index