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Re: st: rreg v.s regress


From   Ronan Conroy <rconroy@rcsi.ie>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: rreg v.s regress
Date   Mon, 16 May 2011 15:09:04 +0100

On 2011 Beal 16, at 12:08, lreine ycenna wrote:

> Hello,
> 
> 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?

Enlightening remarks here: http://www.stata-journal.com/article.html?article=st0173

and software available using -findit mmregress-

I almost used -mmregress- in real life recently, but it turned out that the data were ill-conceived (the authors had created an outcome variable that was a ratio which was no better behaved than you would expect) and I ended up analysing it without invoking M-estimators. 

Ronán Conroy
rconroy@rcsi.ie
Associate Professor
Division of Population Health Sciences
Royal College of Surgeons in Ireland
Beaux Lane House
Dublin 2


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