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Re: st: RE: rreg v.s regress


From   lreine ycenna <lreine.ycenna@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: rreg v.s regress
Date   Tue, 17 May 2011 07:28:01 +0100

OK

Thanks for the clarification.



p.s yes middle name.

On 16 May 2011 12:23, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> 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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