Robust Regression
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AUTHOR:   Lawrence W. Hamilton
	  Dept of Sociology & Anthropology
          Univ of New Hampshire, Durham, N.H. 03824-3586
SUPPORT:  Comments or suggestions in writing to author.
 

  ^breg^ lhsvar rhsvar [rhsvar..] [^if^ exp] [^in^ range], [^graph tolerance(^#^)^]

^breg^ performs a "quick-and-dirty" bounded-influence robust regression.  It is 
essentially a modified 1-weight version of ^rreg^ (The Stata News, Jan 1991, also
see ^help rreg^).  But whereas ^rreg^ attempts to only protect against wild errors 
in Y, ^breg^ attempts to additionally protect against wild errors in X (leverage 
points).  Unlike ^rreg^, ^breg^ does not yet calculate valid Standard Errors or 
Hypothesis Tests.  However, this present inability does not take away from its 
usefulness as a descriptive or diagnostic tool; e.g., to check whether leverage
problems are distorting an OLS or rreg regression.

For additional assistance, see ^help rreg^ and insert srd1 in STB-2.