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Re: st: fit robust regression


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: fit robust regression
Date   Wed, 19 Feb 2014 13:33:32 +0000

You sent this before. Once is enough: please see the Statalist FAQ on
repeated posts.

-rregfit- is from http://www.ats.ucla.edu/stat/stata/ado/analysis
Please remember to explain where user-written programs you refer to
come from. (That applies to -esttab- too.)

If -rregfit- doesn't leave something behind, your only real option is
probably to clone the code and add further calculations.

I would be wary of using -rreg- for anything much for reasons outlined e.g. in
http://www.stata.com/statalist/archive/2011-01/msg00416.html If they
don't apply to your project, so much the better.
Nick
njcoxstata@gmail.com


On 19 February 2014 13:19, Michael Riechert
<Michael.Riechert@the-klu.org> wrote:
> Dear Stata community,
>
> I惴 wondering whether it is possible to store certain variables of the output from the command rregfit. I am doing a bunch of robust regressions applying a loop and summarize all estimates using the command esttab. It would be perfect if I can display the adjusted R-squared and the BIC as additional line within the final table using esttab. But so far, I don愒 figure out how to store the R-square and the BIC out of the rregfit output. I appreciate every hint. Thank you!
>
> Best regards,
> Michael
>
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