""". regress totemp gnpdefl gnp unemp armed pop year Source | SS df MS Number of obs = 16 -------------+------------------------------ F( 6, 9) = 330.29 Model | 184172402 6 30695400.3 Prob > F = 0.0000 Residual | 836424.129 9 92936.0144 R-squared = 0.9955 -------------+------------------------------ Adj R-squared = 0.9925 Total | 185008826 15 12333921.7 Root MSE = 304.85 ------------------------------------------------------------------------------ totemp | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- gnpdefl | 15.06167 84.91486 0.18 0.863 -177.0291 207.1524 gnp | -.0358191 .033491 -1.07 0.313 -.111581 .0399428 unemp | -2.020229 .4883995 -4.14 0.003 -3.125065 -.9153928 armed | -1.033227 .2142741 -4.82 0.001 -1.517948 -.5485049 pop | -.0511045 .2260731 -0.23 0.826 -.5625173 .4603083 year | 1829.151 455.4785 4.02 0.003 798.7873 2859.515 _cons | -3482258 890420.3 -3.91 0.004 -5496529 -1467987 ------------------------------------------------------------------------------ """ #From Stata using Longley dataset as in the test and example for GLM """ . glm totemp gnpdefl gnp unemp armed pop year Iteration 0: log likelihood = -109.61744 Generalized linear models No. of obs = 16 Optimization : ML Residual df = 9 Scale parameter = 92936.01 Deviance = 836424.1293 (1/df) Deviance = 92936.01 Pearson = 836424.1293 (1/df) Pearson = 92936.01 Variance function: V(u) = 1 [Gaussian] Link function : g(u) = u [Identity] AIC = 14.57718 Log likelihood = -109.6174355 BIC = 836399.2 ------------------------------------------------------------------------------ | OIM totemp | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- gnpdefl | 15.06167 84.91486 0.18 0.859 -151.3684 181.4917 gnp | -.0358191 .033491 -1.07 0.285 -.1014603 .029822 unemp | -2.020229 .4883995 -4.14 0.000 -2.977475 -1.062984 armed | -1.033227 .2142741 -4.82 0.000 -1.453196 -.6132571 pop | -.0511045 .2260731 -0.23 0.821 -.4941996 .3919906 year | 1829.151 455.4785 4.02 0.000 936.4298 2721.873 _cons | -3482258 890420.3 -3.91 0.000 -5227450 -1737066 ------------------------------------------------------------------------------ """ #RLM Example """ . rreg stackloss airflow watertemp acidconc Huber iteration 1: maximum difference in weights = .48402478 Huber iteration 2: maximum difference in weights = .07083248 Huber iteration 3: maximum difference in weights = .03630349 Biweight iteration 4: maximum difference in weights = .2114744 Biweight iteration 5: maximum difference in weights = .04709559 Biweight iteration 6: maximum difference in weights = .01648123 Biweight iteration 7: maximum difference in weights = .01050023 Biweight iteration 8: maximum difference in weights = .0027233 Robust regression Number of obs = 21 F( 3, 17) = 74.15 Prob > F = 0.0000 ------------------------------------------------------------------------------ stackloss | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- airflow | .8526511 .1223835 6.97 0.000 .5944446 1.110858 watertemp | .8733594 .3339811 2.61 0.018 .1687209 1.577998 acidconc | -.1224349 .1418364 -0.86 0.400 -.4216836 .1768139 _cons | -41.6703 10.79559 -3.86 0.001 -64.447 -18.89361 ------------------------------------------------------------------------------ """