The ROBUSTREG Procedure
| Leverage Point and Outlier Detection |
The regular variable LEVERAGE is defined as
 |
where 
is the cutoff value. 
can be set with the leverage CUTOFF option, and 
can be set with the leverage CUTOFFALPHA option.
If projected robust distances are computed for a data set that has a low-dimensional structure, the default cutoff value is 
where q is the dimensionality of the low-dimensional space. The LEVERAGE is then defined as
 |
where POD is the projected off-plane distance and PRD denotes the projected robust distance. You can specify a cutoff value with the CUTOFF or the CUTOFFALPHA suboptions of 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
 |
where 
is the estimated scale in the model and the multiplier 
of the cutoff value is specified by the CUTOFF= option in the MODEL statement. By default, 
.
An ODS table called “Diagnostics” contains the LEVERAGE and OUTLIER variables.