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st: RE: RE: RE: Possible bug


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: RE: Possible bug
Date   Sat, 7 Nov 2009 15:03:58 +0100

<>

You want to make a note that the manual ([R], p. 1649) says: " rreg begins
by fitting the regression (see [R] regress), calculating Cook's D (see [R]
predict and
[R] regress postestimation), and excluding any observation for which D > 1."



HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Apostolos Ballas
Sent: Samstag, 7. November 2009 13:57
To: [email protected]
Subject: st: RE: RE: Possible bug

Thanks for the suggestion. You are quite right - I cannot reproduce it. The
observation that is being dropped has the max value in one of the
independent variables. Is there an explanation for this?

Apostolos 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Saturday, November 07, 2009 2:36 PM
To: [email protected]
Subject: st: RE: Possible bug


<>

Can you reproduce this with a built-in dataset? I cannot:

*******
sysuse auto, clear
rreg mpg weight foreign, nolog
qreg mpg weight foreign, nolog
rreg mpg weight foreign length turn, nolog qreg mpg weight foreign length
turn, nolog
*******

Also capture the one observation that -rreg- omits via -l if !e(sample)-
after estimation of -rreg-, and see what is special about it...


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Apostolos Ballas
Sent: Samstag, 7. November 2009 08:40
To: [email protected]
Subject: st: Possible bug

I am running a regression model using both quantile regression and robust
regression. In my output, robust regression reports 1 less observation than
quantile regression (which reports the right number of observations in my
sample). Is this is a feature of robust regression, am I missing something,
or is it a bug?

Thanks for your assistance,

Apostolos Ballas

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