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. y represents the name of the response variable.

Predicted values
adds predicted values. The variable is named RobP_y.
Final weights (M and MM methods only)
adds the final weights used in the iteratively reweighted least squares algorithm. The variable is named RobWt_y.
Robust residuals
adds residuals, calculated as observed minus predicted values. The variable is named RobR_y.
Internally studentized robust residuals
adds internally studentized residuals, which are the residuals divided by their standard errors. The variable is named RobIntR_y.
Robust MCD distance
adds a robust measure of distance between an observation and a robust estimate of location. The variable is named RobRD_y.

Mahalanobis distance
adds the Mahalanobis distance between an observation and the multivariate mean of the data. The variable is named RobMD_y.
Outlier indicator
adds an indicator variable for outliers. The variable is named RobOut_y.
Leverage indicator
adds an indicator variable for leverage points. The variable is named RobLev_y.

Previous Page | Next Page | Top of Page