ROBREG: RATS module to estimate regression robustly and reliably

Eric Blankmeyer ()
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Eric Blankmeyer: Texas State University

Statistical Software Components from Boston College Department of Economics

Abstract: ROBREG.SRC estimates a linear regression robustly and rapidly. ROBREG.SRC should be especially useful for models whose independent variables include both dummy and continuous- valued regressors. It is known that these models lead to computational and conceptual difficulties for "high-breakdown" robust regression based on resampling schemes. (An example is REDI.SRC in this archive, which is effective when there are no dummy variables.)

Language: RATS
Keywords: regression; robust (search for similar items in EconPapers)
Date: 2004-02-25

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http://fmwww.bc.edu/repec/bocode/r/robreg.src program code (text/plain)

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