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st: RE: rreg v.s regress


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
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. 

Nick 
n.j.cox@durham.ac.uk 

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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