The main features of the ROBUSTREG procedure are as follows:

• offers four estimation methods: M, LTS, S, and MM

• provides 10 weight functions for M estimation

• provides robust and deviance for all estimates

• provides asymptotic covariance and confidence intervals for regression parameter with the M, S, and MM methods

• provides robust Wald and F tests for regression parameters with the M and MM methods

• provides outlier and leverage-point diagnostics

• supports parallel computing for S and LTS estimates

• produces fit plots and diagnostic plots by using ODS Graphics