There are several things that can be done. One way is to perform a
sensitivity analysis. Another is to perform an extreme bounds analysis.
One could run a senario analysis, with stress testing. One could run a
recursive least squares estimation or a rolling regression to assess
parameter constancy. Residual analysis will reveal deviations from
standard error size, normality, and homogeneity.
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: irodriguez <[email protected]>
Date: Tuesday, August 1, 2006 3:53 pm
Subject: st: robust test
> dears
> which tests can I use to check if a model estimated with maximum
> likelihood
> is robust?
> Thanks
>
>
> *
> * 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/
>
*
* 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/
