English, Article edition: ROBREG: RATS module to estimate regression robustly and reliably Eric Blankmeyer

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Bookmark: http://trove.nla.gov.au/version/175926
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  • code
Language
  • English

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Title
  • ROBREG: RATS module to estimate regression robustly and reliably
Author
  • Eric Blankmeyer
Physical Description
  • code
Notes
  • 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.)
  • regression, robust
  • RePEc:boc:bocode:r141104
Language
  • English
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