reg和rreg有什么区别

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如题，rreg回归出现如下结果，怎么看？
Huber iteration 1:  maximum difference in weights = .99840405
Huber iteration 2:  maximum difference in weights = .63153289
Huber iteration 3:  maximum difference in weights = .16006134
Huber iteration 4:  maximum difference in weights = .01788925
Biweight iteration 5:  maximum difference in weights = .19324695
Biweight iteration 6:  maximum difference in weights = .00092911

Robust regression                                      Number of obs =    1000
                                                       F(  1,   998) = 1297.98
                                                       Prob > F      =  0.0000
------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          x2 |   9.975346   .2768818    36.03   0.000     9.432008    10.51868
       _cons |  -4.562587   .2807054   -16.25   0.000    -5.113427   -4.011746
------------------------------------------------------------------------------

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关键词：rreg REG difference regression iteration difference

[rreg] is robust regression, could resist the pull of outliers. The first step is still the OLS, then set aside (downweights) observations that have large residuals. The interpretation is the same as that of [reg]. The key point is when should robust regression be used.
ps. [reg y x1 x2], [rreg y x1 x2..], [reg y x1 x2, vce(robust)] are differnt things

谢谢回答
vce(robust) ，这又是什么命令？
本文来自: 人大经济论坛 详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=661087&page=1&from^^uid=887010 2# tompdatompda

杨青青 发表于 2009-12-25 00:09
谢谢回答
vce(robust) ，这又是什么命令？

……表示回归后报告的是Robust standard error啊

3# 杨青青

vce(robust), use "sandwich error estimation"
the intercep and slope will not change with vce(robust), but the s.e will be different