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Re: st: Robust regression - outliers


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Robust regression - outliers
Date   Thu, 22 Sep 2011 21:38:57 -0400

Ozgur-

-mmregress- is a command contributed by Vincenzo Verardi and Christophe Croux, that does, in my opinion, a better robust regression than -robreg- and that can graphically identify outliers and high leverage points. Get it by typing (without quotes): 
"net describe st0173_1, from(http://www.stata-journal.com/software/sj10-2)"

Then click on the link that says "click here to install". There is also a link to a sample do file. The package contains  several commands, but -mmregress- is the one you want. In the -help- for -mmregress- there is a link to a Stata Journal article that you can download for free.

Steve


On Sep 22, 2011, at 1:46 PM, Ozgur Ozdemir wrote:



Hi,

I am trying to ding outliers in my regression analysis but none of the proposed commands such as cooksd, rstudent, hat etc works after a robust regression. Is there any specific command to run to find the outliers? I have also seen the extremes command but not sure if i can use. thanks


kind regards
Ozgur Ozdemir

		 	   		  
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