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]
Re: st: How to detect outliers
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: How to detect outliers
Date
Tue, 12 Feb 2013 19:50:02 +0000
An -xi:- prefix is irrelevant here. You have nothing that requires
-xi:-. The incantation is not needed, but does no harm. It so happens
that all the -mmregress- examples use -xi:- but that's part accident.
More to the point, the help file for -mmregress- explains how to get
some residuals.
I suggest you read the paper on -mmregress- to see what it does and
doesn't do. Statalist is a discussion list, not a help line, and you
are asked to look at documentation first.
Nick
On Tue, Feb 12, 2013 at 6:22 PM, Xixi Lin <[email protected]> wrote:
> About the robust regression, I have a question, after running mmreg,
> is it possible to predict residuals? Mine has errors:
>
> xi: mmregress Y X1 X2 X3
> predict r,residual
> error message: option residual not allowed
>
> My question is that is it possible to test residual normality and
> heterokedasticity after robust regression or does robust regression
> already corrects for those?
On Mon, Feb 11, 2013 at 5:51 PM, Steve Samuels <[email protected]> wrote:
>> Identifying outliers on the basis of a least squares fit is a very bad
>> idea, however popular (Hampel et al., 1986). A far superior approach in
>> Stata is the robust regression package -mmregress- by Verardi and Croux
>> (-findit-). In providing a resistant fit, -mmregress- also identifies
>> outliers and high leverage points.
>> Verardi, V., and C. Croux. 2009. Robust regression in Stata. Stata
>> Journal 9, no. 3: 439-453.
>>
>> Hampel, Frank, Elvezio Ronchetti, Peter Rousseeuw, and Werner Stahel.
>> 1986. Robust Statistics: The Approach Based on Influence Functions
>> (Wiley Series in Probability and Mathematical Statistics). New York:
>> John Wiley and Sons.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/