In that case, I should get the same regression coefficients as if I had ran the regression on another software package like R, Matlab, Eviews etc. Curiously though, I am getting different numbers. Does Shuanshu ‘clean’ the data before running the regression, for example, getting rid of outliers above a certain threshold. Or does it run a regression on the pure data input to the program.
I am assuming OLS regression here.