Robust Regression Examples

Using LMS and LTS

Because of space considerations, the output of the tables containing residuals and resistant diagnostics are not included in this document. The subroutines PRILMTS, SCATLMTS, and LMSDIAP are used in these examples for printing and plotting the results. These routines are in the robustmc.sas file that is contained in the sample library.


Example 9.1: LMS and LTS with Substantial Leverage Points: Hertzsprung-Russell Star Data

Example 9.2: Comparison of LMS, V7 LTS, and FAST-LTS

Example 9.3: LMS and LTS Univariate (Location) Problem: Barnett and Lewis Data

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