How to fit a "Least Trimmed Squares" regression in STATA / R?

03 March 2014 1 2K Report

I wish to fit a "Least Trimmed Squares" regression to my annual time-series data. Could someone assist me to employ it in STATA / R? If better methods are available, can you provide some ideas?

Matthias Templ

In R you can use the package robustbase:

install.package("robustbase")

library(robustbase)

?ltsReg

For a method as same as robust but with higher efficiency, have a look at

?lmrob

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