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.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
