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Re: st: robust estimation of glm in Stata ?


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: robust estimation of glm in Stata ?
Date   Mon, 13 Sep 2010 09:38:28 -0500

On Mon, Sep 13, 2010 at 4:12 AM, Joachim Wagner <wagner@leuphana.de> wrote:
> 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.

Are there (JASA, Biometrika, etc.) papers behind R implementation? You
might have to look them up and code something similar in Mata.

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