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RGLM: Stata module to estimate robust generalized linear models

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Author Info

  • Roger Newson

    ()
    (National Heart and Lung Institute at Imperial College London)

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.

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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
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S338301.

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Programming language: Stata
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Date of creation: 23 Mar 1998
Date of revision:
Handle: RePEc:boc:bocode:s338301

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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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Web: http://repec.org/docs/ssc.php

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