Hi all, Sometimes ago I developed a script, and eventually a function package, that replicates a built-in Stata command for outliers-corrected estimation (rreg) (basically iterative WLS). Well, digging further in the literature (and forums) I discover that the method behind this Stata command, though widely used, becomes ineffective under certain assumptions (eg. clusters of outliers) and new more effective estimation procedures are currently available in the literature (and also implemented in some user-provided Stata commands). Sure I don’t regret the hours spent on “my” function but Iwonder if it’s still worthy to share it with the community since I know that it does not fit to all situations. Any advice on what to do? Thanks, Artur Ps. For the sake of transparency I mentioned in the help text that this is “one among many methods of correction” and also quoted the references to more comprehensive methods for the user to check (if he/she wants) Sent from my iPhone