Is there Stata code to fit generalized linear models by robust
methods? (Please note: By robust I do not refer to robust standard
errors, but to methods that can deal with outliers.) I know that this
can be done in R with glmrob, but in the application I have in mind R
can not be used because it is not available at the research data
center of a statistical office where all computations have to be done
- and it is not possible to install it there even if it is free.