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The ROBUSTREG Procedure

Leverage Point and Outlier Detection

Let be the cutoff value. The variable LEVERAGE is defined as

     

You can specify a cutoff value with the LEVERAGE option in the MODEL statement.

Residuals , based on robust regression estimates are used to detect vertical outliers. The variable OUTLIER is defined as

     

You can specify the multiplier of the cutoff value by using the CUTOFF= option in the MODEL statement. By default, . is estimated scale in the model.

An ODS table called DIAGNOSTICS contains these two variables.

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