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Re: st: RE: How to find Repeated Median line in Stata
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: RE: How to find Repeated Median line in Stata
Date
Wed, 22 Sep 2010 16:07:01 -0400
--
Perhaps Umi means "running median", in which case -trssmooth nl- would
be a solution.
Steve
[email protected].
On Wed, Sep 22, 2010 at 3:45 PM, Nick Cox <[email protected]> wrote:
> I think the closest is the work of Vincenzo Verardi and friends.
>
> SJ-10-2 st0192 . . . . . . . . . . . Multivariate outlier detection in Stata
> . . . . . . . . . . . . . . . . . . . . . . . V. Verardi and C. Dehon
> (type findit mcd to obtain the mcd command) (no commands)
> Q2/10 SJ 10(2):259--266
> presents the minimum covariance determinant estimator
>
> SJ-10-2 st0173_1 . . . . . . . . . . . . . . . . . . Software update for mcd
> . . . . . . . . . . . . . . . . . . . . . . . V. Verardi and C. Croux
> (mmregress, sregress, msregress, mregress, mcd if installed)
> Q2/10 SJ 10(2):313
> outlier option replaced by generate() option in mcd
>
> SJ-9-3 st0173 . . . . . . . . . . . . . . . . . . Robust regression in Stata
> . . . . . . . . . . . . . . . . . . . . . . . V. Verardi and C. Croux
> (mmregress, sregress, msregress, mregress, mcd if installed)
> Q3/09 SJ 9(3):439--453
> provides alternatives to rreg and qreg for robust-to-outlier
> regression; presents a graphical tool that recognizes the
> type of detected outliers
>
> The Stata community has not shown much zeal in following the transient fashions of the robustness industry.
>
> Nick
> [email protected]
>
> Urmi Bhattacharya
>
>
> I was wondering if there is a code in stata for finding a repeated
> median line for a two variable data? I am using version 11 of stata.
>
>
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>
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