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The ROBUSTREG Procedure

OUTPUT Statement

OUTPUT <OUT=SAS-data-set> keyword=name <...keyword=name> ;

The OUTPUT statement creates an output SAS data set containing statistics calculated after fitting the model. At least one specification of the form keyword=name is required.

All variables in the original data set are included in the new data set, along with the variables created with keyword options in the OUTPUT statement. These new variables contain fitted values and estimated quantiles. If you want to create a permanent SAS data set, you must specify a two-level name (refer to SAS Language Reference: Concepts for more information about permanent SAS data sets).

The following specifications can appear in the OUTPUT statement:

OUT=SAS-data-set

specifies the new data set. By default, the procedure uses the DATA convention to name the new data set.

keyword=name

specifies the statistics to include in the output data set and gives names to the new variables. Specify a keyword for each desired statistic (see the following list), an equal sign, and the variable to contain the statistic.

The keywords allowed and the statistics they represent are as follows:

LEVERAGE

specifies a variable to indicate leverage points. To include this variable in the OUTPUT data set, you must specify the LEVERAGE option in the PROC statement. See the section Leverage Point and Outlier Detection for how to define LEVERAGE.

OUTLIER

specifies a variable to indicate outliers. See the section Leverage Point and Outlier Detection for how to define OUTLIER.

PREDICTED | P

specifies a variable to contain the estimated response.

RESIDUAL | R

specifies a variable to contain the unstandardized residuals

     
SRESIDUAL | SR

specifies a variable to contain the standardized residuals

     
STDP

specifies a variable to contain the estimates of the standard errors of the estimated response.

WEIGHT

specifies a variable to contain the computed final weights.

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