[SciPy-user] Robust Standard Errors for Robust Estimators

zunzun at zunzun.com zunzun at zunzun.com
Thu Jan 25 12:30:52 CST 2007


Mr. Croux,

     This is James Phillips of http://zunzun.com, an
online data modeling site.  I have released the source
code for the web site middleware under a liberal BSD
license at http://sourceforge.net/projects/pythonequations.

     I was researching how to calculate coefficient
standard errors for nonlinear models, and came across
http://www.econ.kuleuven.be/ew/academic/econmetr/members/Dhaene/papers/rsejan2004.pdf
where I obtained your e-mail address.

     The paper appears to be exactly what I need.  Do
you know where I might find any source code that already
implements the estimators discussed in your paper?

          James Philliips
          http://zunzun.com
          zunzun at zunzun.com
          2548 Vera Cruz Drive
          Birmingham, AL  35235  USA


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