FSREG: Stata module for forward search regression

Statistical Software Components from Boston College Department of Economics

Abstract: This package performs the forward search for the outlier-free subset of the data (Riani, Atkinson, 2000). The diagnostic graphs produced by it show the effect of adding observations on some regression results and on the parameters of the suggested Box-Cox transormation. The outliers are likely to be added on the very last steps, so the method allows robust regression diagnostics.

Language: Stata
Requires: Stata version 6.0
Keywords: regression; outliers (search for similar items in EconPapers)
Date: Written 2000-11-20

Downloads: (external link)
http://www.komkon.org/~tacik/stata/fsreg.ado program code (text/plain)
http://www.komkon.org/~tacik/stata/fsreg.hlp help file (text/plain)

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