Model Fitting: Robust Regression

Tables Tab

The Tables tab is shown in FigureĀ 22.9. You can use the Tables tab to display the following tables that summarize the results of the analysis:

Summary statistics

displays summary statistics for model variables. The statistics include robust estimates of the location and scale for each variable.

Parameter estimates

displays estimates for the model parameters.

Diagnostics summary

displays a summary of the outlier and leverage diagnostics.

Goodness of fit

displays goodness-of-fit statistics.

Method profile (LTS, S, and MM methods only)

displays a summary of the options used by the method.

Final least squares estimates after excluding outliers

displays least squares estimates computed after deleting the detected outliers. This corresponds to the FWLS option in the PROC ROBUSTREG statement. The parameter estimates reported in this table are the same as the estimates you get if you exclude the outliers reported by ROBUSTREG and then run the REG procedure on the remaining observations.

Figure 22.9: The Tables Tab

The Tables Tab