| ROBUST The
ROBUST command performs the Robust Estimation Method.
In general, the format is:
ROBUST depvar
indeps / options
The available options are:
| Option |
Description |
|
FIVEQUAN
|
Uses the five quantile values in computing regression quantiles.
|
|
GASTWIRT
|
Uses the Gastwirth weighting scheme in computing regression quantiles.
|
|
LAE
|
Default method that specifies the Least Absolute Error model.
|
|
TUKEY
|
Uses the Tukey Trimean weighting scheme in computing regression quantiles.
|
|
UNCOR
|
Used with the MULTIT= option and it specifies that the uncorrelated error model is requested.
|
|
CONV=
|
Used with the MULTIT= option and it specifies a convergence criterion to stop the iterative procedure.
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|
DIFF=
|
Used with the MULTIT= option and it specifies the maximum number of iterations allowed in the iterative procedure.
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|
ITER=
|
Used with MULTIT to specify the maximum number of iterations allowed in the iterative procedure used to obtain the estimates.
|
|
MULTIT=
|
Specifies that the Multivariate-t method should be used.
|
|
THETA=
|
Specifies a value of THETA to use for the Regression Quantile method.
|
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THETAB=
|
These options specify the beginning, ending and
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|
THETAE=
|
increments to be used for a grid search over THETA
|
Other available options are:
GRAPH, LININV, LINLOG, LIST, LOGINV, LOGLIN, LOGLOG, MAX,
PCOR, PCOV, RSTAT, BEG=, END=, COEF=, COV=, PREDICT=, RESID=, STDERR= and
TRATIO= as defined for
OLS.
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