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Re: st: About GLM, robust


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: About GLM, robust
Date   Thu, 17 Jun 2010 15:44:18 -0400

Because these measures only make sense for i.i.d. data, and by
specifying -robust- option, you indicate that your data are possibly
heteroskedastic, and/or your model is not properly specified. With
heteroskedastic data, there is no single variance to divide by to
produce standardized residuals, for instance.

On Thu, Jun 17, 2010 at 3:39 PM, Ivana Templado <ivana@fiel.org.ar> wrote:
> Hi, I'm running a GML model with family(binomial) vce(robust), but some
> diagnostics statistics are not available under the robust  option, as
> leverage (or the hat option) or standard residual.
> Can anybody tell me why is that? Or if I have any other options to reach the
> results.



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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