# Posts Tagged ‘ robust ’

## Standard, Robust, and Clustered Standard Errors Computed in R

June 15, 2012
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$Standard, Robust, and Clustered Standard Errors Computed in R$

Where do these come from? Since most statistical packages calculate these estimates automatically, it is not unreasonable to think that many researchers using applied econometrics are unfamiliar with the exact details of their computation. For the purposes of illustration, I am going to estimate different standard errors from a basic linear regression model: , using the

## Linear regression models with robust parameter estimation

May 15, 2010
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There are situations in regression modelling where robust methods could be considered to handle unusual observations that do not follow the general trend of the data set. There are various packages in R that provide robust statistical methods which are summarised on the CRAN Robust Task View. As an example of using robust statistical estimation in