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FSREG: Stata module for forward search regression

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Stanislav Kolenikov () (University of Missouri)

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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.

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File URL: http://www.komkon.org/~tacik/stata/fsreg.ado
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File Function: program code
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File URL: http://www.komkon.org/~tacik/stata/fsreg.hlp
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File Function: help file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S414902.

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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 20 Nov 2000
Date of revision:
Handle: RePEc:boc:bocode:s414902

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Related research
Keywords: regression; outliers;

Statistics
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This page was last updated on 2009-11-25.


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