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st: symmetrically trimmed least squares


From   Matthew Neidell <mn2191@columbia.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: symmetrically trimmed least squares
Date   Fri, 05 Jun 2009 10:29:59 -0400

Has anyone developed code for symmetrically trimmed least squares? I've been using CLAD, but it's a large data set with lots of regressors/dummy variables and is taking very long, so I'd like to try least squares.

Thanks,
Matt
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