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st: Robust regression for outliers in panel data


From   "Johanna Vogel" <[email protected]>
To   [email protected]
Subject   st: Robust regression for outliers in panel data
Date   Thu, 20 Jul 2006 16:06:39 +0200

Dear Statalist,

I am trying to carry out panel data regressions (specifically, fixed effects, Arellano-Bond first-differenced and system GMM estimators) that are robust to outliers. Does a Stata command exist in the panel data context (I am not sure if "rreg" applies in the xt-case)? If not, are there other ways to arrive at the same result?

Many thanks for your help.
Sincerely,
Johanna Vogel.
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