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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Comparing regression fits of 2 different DVs to the same IV, |

Date |
Thu, 29 Nov 2012 19:38:03 -0500 |

Jared: 1) -mmregress-, part of the -mcd- package ("findit"), uses an algorithm superior to that in -rreg- (higher breakdown point) and, unlike -rreg-, is resistant to high leverage observations. Be sure to set the seed first. 2) When -suest- doesn't work, you can usually rig a -bootstrap- to replace it. See: http://www.stata.com/support/faqs/statistics/bootstrapped-samples- guidelines/. Note that for valid confidence intervals, as opposed to SEs, you do need 100's if not 1000's of replicates, I believe. *************CODE BEGINS************* sysuse auto, clear capture program drop myboot program myboot, rclass rreg trunk length return scalar l1 = _b[length] rreg weight length return scalar l2 = _b[length] end bootstrap (r(l1)-r(l2)) , reps(50): myboot estat bootstrap all **************CODE ENDS************** http://www.stata.com/support/faqs/statistics/bootstrapped-samples- guidelines/ Note that for valid confidence intervals, as opposed to SEs, you do need 100's if not 1000's of replicates, I believe. Steve > > On Nov 29, 2012, at 5:24 PM, Jared Saletin wrote: > > Dear Al, > > Thanks for the follow up. Do you happen to know of a solution for robust regression coefficients? We've been using rreg to down-weight outliers in the dataset, so we'd like to ideally compare those coefficients. > > I searched around and it seems like SUEST following RREG should do the trick, but that there's an issue in the RREG code that prevents SUEST from working: > > c.f. : http://www.stata.com/statalist/archive/2012-09/msg00964.html > > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: RE: Comparing regression fits of 2 different DVs to the same IV,***From:*Jared Saletin <jsaletin@berkeley.edu>

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