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FSREG: Stata module for forward search regression

Author

Listed:
  • Stanislav Kolenikov

    () (University of Missouri)

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.

Suggested Citation

  • Stanislav Kolenikov, 2000. "FSREG: Stata module for forward search regression," Statistical Software Components S414902, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s414902
    as

    Download full text from publisher

    File URL: http://www.komkon.org/~tacik/stata/fsreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://www.komkon.org/~tacik/stata/fsreg.hlp
    File Function: help file
    Download Restriction: no

    More about this item

    Keywords

    regression; outliers;

    Statistics

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