AW: Robust Regression in SPSS

Posted by Odermatt Anastas on
URL: http://spssx-discussion.165.s1.nabble.com/Robust-Regression-in-SPSS-tp5740431p5740442.html

For robust regression in the sense of heteroskedasticity-consistent standard error estimators u can either use the general linear model via unianova or the rlm or process macro by Andrew Hayes: https://www.afhayes.com/spss-sas-and-r-macros-and-code.html

 

Anastas Odermatt MA
University of Lucerne

www.resic.info
www.smre-data.ch
www.unilu.ch
www.zrwp.ch


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Von: SPSSX(r) Discussion <[hidden email]> Im Auftrag von Bruce Weaver
Gesendet: Montag, 12. April 2021 19:22
An: [hidden email]
Betreff: Re: Robust Regression in SPSS

For the benefit of any Stata users who might be lurking, note that the official Stata command -rreg- that is mentioned on that UCLA webpage is not the only game in town.  E.g., one alternative is Benn Jann's user-contributed command -robreg-, which has been updated recently.  See this Statalist post for more info:

https://www.statalist.org/forums/forum/general-stata-discussion/general/1602977-update-to-robreg-available-from-ssc
 


3J LEMA wrote
> Can we do Robust Regression in SPSS. Either syntax or through its
> extension is good.
>
> Robust regression like the one in this link:
> https://stats.idre.ucla.edu/stata/output/robust-regression/
>
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[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD