The Stata JournalVerardi, V. & Croux, C. (2009). Robust regression in Stata. The Stata Journal, 9 (3), 439-453.Verardi, V., & Croux, C. (2009). Robust regression in stata. Stata Journal, 9(3), 439-453.Verardi, V. and C. Croux (2009). "Robust Regression in Stata". The...
本人农学专业,写论文的时候主编要求做robust nonlinear regression,有因变量(y)和一个自变量(x),两者为指数关系(y=a*exp(b*x)),但是存在我不确定的outliers,我也不好直接按异常值排除,想对它做稳健回归,减小outliers的影响,做完依然是指数形式,但是不知道在stata中怎么实现? 本人这方面白纸一张,请数学大神帮忙看...
Estimates adjusted for mass points in the running variable. Covariate-adjusted Sharp RD estimates using local polynomial regression. Cutoff c = 0 | Left of c Right of c Number of obs = 704 ---+--- BW type = Manual Number of obs | 400 304 Kernel = Triangular Eff. Number of obs | 1...
We describe a major upgrade to the Stata (and R) rdrobust package, which provides a wide array of estimation, inference, and falsification methods for the analysis and interpretation of regression-discontinuity designs. The main new features of this upgraded version are as follows: i) covariate-...
I present a new Stata program, xtscc, that estimates pooled ordinary least-squares/weighted least-squares regression and fixed-effects (within) regression ... D Hoechle - 《Stata Journal》 被引量: 1325发表: 2007年 The moving blocks bootstrap and robust inference for linear least squares and ...
p(pvalue) specifies the order of the local polynomial used to construct the point estimator. The default is p(1) (local linear regression).p(pvalue)设定多项式阶数,默认为1,局部线性回归。 kernel(kernelfn) specifies the kernel function used to construct the global polynomial estimators. kernelfn...
AuthorWilliam Sribney, StataCorp Question: I ran a regression with data for clients clustered by therapist. I first estimated the regression without using thevce(clusterclustvar)option, then I re-ran it using thevce(clusterclustvar)option. In many cases, the standard errors were much smaller ...
To"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> SubjectRE: st: Robust Standard Errors in Paneldatasets DateTue, 26 Oct 2010 13:24:06 +0000 Kit Baum wrote: "None of what you have found deals with clustering." When I followed up on Kit's -xtivreg2_ suggestion, ...
D Hoechle - 《Stata Journal》 被引量: 1326发表: 2007年 A garnet–hornblende geothermometer: calibration, testing, and application to the Pelona Schist, Southern California (X Ca,g ) where K D is the Fe–Mg distribution coefficient, using a robust regression approach, giving a thermometer of...
I present a new Stata program, xtscc, that estimates pooled ordinary least-squares/weighted least-squares regression and fixed-effects (within) regression models with Driscoll and Kraay (Review of Economics and Statistics 80: 549–560) standard errors. By running Monte Carlo simulations, I compare...