FSREG: Stata module for forward search regression
AbstractThis 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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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S414902.
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 20 Nov 2000
Date of revision:
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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