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st: RE: rreg v.s regress

From   Nick Cox <>
To   "''" <>
Subject   st: RE: rreg v.s regress
Date   Mon, 16 May 2011 12:23:00 +0100

Where's the darkness? -rreg- is one flavour of robust regression. If it produces very similar results to -regress-, most researchers would just report the results of -regress-. If not, you need to find out why there is a difference and which model makes more sense. That is a matter of looking at your data and thinking about the science (or, alternatively, the economics) behind your model. 

I'd use -qreg- or one of the newer user-written robust regression programs rather than -rreg-, if only because I would have a job explaining to myself why there is not a less arbitrary way to do robust regression than -rreg-. 

Unless "lreine ycenna" is your real name, please note the request in the Statalist FAQ to use real names on this list. 


lreine ycenna

The rreg and regress commands produce different regression results.
Since the rreg and regress are both from M-estimators,I thought I
could use rreg as substitute for regress, with rreg being a preferred
method (outliers). But I'm not sure anymore. Can anyone enlighten me
on this issue?

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