RGLM: Stata module to estimate robust generalized linear models

Roger Benedict Newson ()

Statistical Software Components from Boston College Department of Economics

Abstract: rglm fits generalized linear models and calculates a Huber (sandwich) estimate of the variance-covariance matrix of estimates. It can be used alone or called without arguments after a previous call to glm. As with other "robust" commands, the units may be considered to fall into clusters. This version was posted on 28 February 1999.

Language: Stata
Date: 1998-03-23

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rglm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rglm.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s338301

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