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st: symmetrically trimmed least squares
From
Matthew Neidell <[email protected]>
To
[email protected]
Subject
st: symmetrically trimmed least squares
Date
Fri, 05 Jun 2009 10:29:59 -0400
Has anyone developed code for symmetrically trimmed least squares? I've
been using CLAD, but it's a large data set with lots of regressors/dummy
variables and is taking very long, so I'd like to try least squares.
Thanks,
Matt
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