Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: rreg v.s regress
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: rreg v.s regress
Date
Mon, 16 May 2011 12:23:00 +0100
Where's the darkness? -rreg- is one flavour of robust regression. If it produces very similar results to -regress-, most researchers would just report the results of -regress-. If not, you need to find out why there is a difference and which model makes more sense. That is a matter of looking at your data and thinking about the science (or, alternatively, the economics) behind your model.
I'd use -qreg- or one of the newer user-written robust regression programs rather than -rreg-, if only because I would have a job explaining to myself why there is not a less arbitrary way to do robust regression than -rreg-.
Unless "lreine ycenna" is your real name, please note the request in the Statalist FAQ to use real names on this list.
Nick
[email protected]
lreine ycenna
The rreg and regress commands produce different regression results.
Since the rreg and regress are both from M-estimators,I thought I
could use rreg as substitute for regress, with rreg being a preferred
method (outliers). But I'm not sure anymore. Can anyone enlighten me
on this issue?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/