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Multiple regression in STATA using robust standard errors 

Mike Crowson
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This video provides an alternative strategy to carrying out OLS regression in those cases where there is evidence of a violation of the assumption of constant (i.e., homogeneity of) variances.
The data for this illustration can be downloaded from here: drive.google.com/file/d/1YUnt...

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7 фев 2018

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Комментарии : 12   
@bendikoverskott3869
@bendikoverskott3869 3 года назад
Thank you for making me understand this properly!
@pini0327
@pini0327 3 года назад
Sir, You are the best... thank u...
@chaojiwudi156
@chaojiwudi156 6 лет назад
Thanks for sharing!
@shafiqullahyousafzai15
@shafiqullahyousafzai15 3 года назад
Thanks from Afghanistan for such informative video
@kofi1004
@kofi1004 5 лет назад
Many thanks, Mike!
@mikecrowson2462
@mikecrowson2462 4 года назад
You are welcome, Seungman!
@eskavenasarilubis3610
@eskavenasarilubis3610 6 лет назад
And also what's the differences in using different "bias correction" ?
@eskavenasarilubis3610
@eskavenasarilubis3610 6 лет назад
What estimator is it in default? How to run LTS estimator in stata?
@mikecrowson2462
@mikecrowson2462 6 лет назад
Hi there. It sounds like your questions might be answered by consulting the resources here (www.stata.com/meeting/germany12/abstracts/desug12_jann.pdf) , here (fmwww.bc.edu/RePEc/bocode/m/mmrobust_corr.pdf), and here (www.stata.com/manuals13/rregress.pdf). Hope this helps!
@ivanarosediana
@ivanarosediana 4 года назад
Thank you
@mikecrowson2462
@mikecrowson2462 4 года назад
You are very welcome, Ivana!
@thorbenschepers651
@thorbenschepers651 3 года назад
Hi Mike, first of all thanks for sharing your knowledge! I wonder why the ANOVA-table and some of the values for the fit of the model are missing when applying the robust option. Could you maybe give me an explanation or a quick hint on that? Thanks a lot! All the best, Thorben
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