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ROBREG: Stata module providing robust regression estimators


  • Ben Jann

    () (University of Bern)


robreg provides a number of robust estimators for linear regression models. Among them are the high breakdown-point and high efficiency MM-estimator, the Huber and bisquare M-estimator, and the S-estimator, each supporting classic or robust standard errors. Furthermore, basic versions of the LMS/LQS (least median of squares) and LTS (least trimmed squares) estimators are provided. Note that the moremata package, also available from SSC, is required.

Suggested Citation

  • Ben Jann, 2010. "ROBREG: Stata module providing robust regression estimators," Statistical Software Components S457114, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s457114 Note: This module should be installed from within Stata by typing "ssc install robreg". Windows users should not attempt to download these files with a web browser.

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