--- Maarten Buis wrote:
> The name of the -robust- option sometimes leads to too much
> confidence in the results, even though the limitations are well
> documented in the User's guide: [U] 20.15.
For a nice rant against -robust- see :
David A. Freedman (2006) "On the So-Called `Huber Sandwich Estimator'
and `Robust Standard Errors'", The American Statistician, 60(4),
pp. 299-303.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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