Model Fitting: Robust Regression |
The Output Variables Tab
You can use the Output Variables tab
(Figure 22.5) to add analysis variables to the data
table. If you request a plot that uses one of the output variables,
then that variable is automatically created even if you did not
explicitly select the variable on the Output Variables tab.
The following list describes each output variable and indicates how the
output variable is named. represents the name of
the response variable.
- Predicted values
-
adds predicted values.
The variable is named RobP_.
- Final weights (M and MM methods only)
-
adds the final weights used in the iteratively reweighted least
squares algorithm.
The variable is named RobWt_.
- Robust residuals
-
adds residuals, calculated as observed minus predicted values.
The variable is named RobR_.
- Internally studentized robust residuals
-
adds internally studentized residuals, which are the residuals divided
by their standard errors.
The variable is named RobIntR_.
- Robust MCD distance
-
adds a robust measure of distance between an
observation and a robust estimate of location.
The variable is named RobRD_.
- Mahalanobis distance
-
adds the Mahalanobis distance between an observation and
the multivariate mean of the data.
The variable is named RobMD_.
- Outlier indicator
-
adds an indicator variable for outliers.
The variable is named RobOut_.
- Leverage indicator
-
adds an indicator variable for leverage points.
The variable is named RobLev_.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.