Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: robust standardization

From   "Nick Cox" <>
To   <>
Subject   st: RE: robust standardization
Date   Fri, 27 Jun 2003 19:05:49 +0100

Thomas Mahlmann wrote on 27 June 2002

> does anyone know of an implementation of Huber's robust A-estimator
> (described by Hampel/Ronchetti/Rousseeuw/Stahel (1986): Robust
> Statistics, The approach based on influence functions, p. 113). I am
> trying to do some robust standardization for non gaussian
> variables and
> use Huber's 1-step estimator for the mean, but I need a
> robust estimate
> for the variance. Does anyone has an idea?

The MAD (meaning here median absolute deviation
from the median) is encoded as an -egen- function,
but I don't know of anything further in this line.


*   For searches and help try:

© Copyright 1996–2019 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index