This is well explained in the manual at [R] rreg.
Alternatively, check out the chapter by Li in
the volume
"Exploring Data Tables, Trends and Shapes"
edited by Hoaglin, Mosteller and Tukey
in 1985.
Nick
[email protected]
[email protected]
> can anyone help me by clearly explaining what STATA does to
> conduct robust
> regression? Or, in other words, what "rreg" does? Please explain as
> clearly as posible as the Stata help is unfortunately not self
> explanatory.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/