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RGLM: Stata module to estimate robust generalized linear models

Author

Listed:
  • Roger Newson

    (National Heart and Lung Institute at Imperial College London)

Programming Language

Stata

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.

Suggested Citation

  • Roger Newson, 1998. "RGLM: Stata module to estimate robust generalized linear models," Statistical Software Components S338301, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s338301
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/r/rglm.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/r/rglm.hlp
    File Function: help file
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    Keywords

    Stata;

    Statistics

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