ROBUSTREG Procedure

You can specify classification effects with the LTS, S, and MM methods. PROC ROBUSTREG now computes a robust version of the Mahalanobis distance by using the generalized minimum covariance determinant (MCD) method. Leverage point analysis is updated to reflect the inclusion of classification variables.

The experimental EFFECT statement enables you to construct a much richer family of linear models than you can traditionally define with the CLASS statement.