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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