Documentation Example 3 for PROC ROBUSTREG
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/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: rregex3 */
/* TITLE: Documentation Example 3 for PROC ROBUSTREG */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: Robust Regression */
/* */
/* PROCS: ROBUSTREG */
/* DATA: */
/* */
/* SUPPORT: Yonggang Yao */
/* REF: */
/* MISC: */
/****************************************************************/
data growth;
input country $ GDP LFG EQP NEQ GAP @@;
datalines;
Argentin 0.0089 0.0118 0.0214 0.2286 0.6079
Austria 0.0332 0.0014 0.0991 0.1349 0.5809
Belgium 0.0256 0.0061 0.0684 0.1653 0.4109
Bolivia 0.0124 0.0209 0.0167 0.1133 0.8634
Botswana 0.0676 0.0239 0.1310 0.1490 0.9474
Brazil 0.0437 0.0306 0.0646 0.1588 0.8498
Cameroon 0.0458 0.0169 0.0415 0.0885 0.9333
Canada 0.0169 0.0261 0.0771 0.1529 0.1783
Chile 0.0021 0.0216 0.0154 0.2846 0.5402
Colombia 0.0239 0.0266 0.0229 0.1553 0.7695
CostaRic 0.0121 0.0354 0.0433 0.1067 0.7043
Denmark 0.0187 0.0115 0.0688 0.1834 0.4079
Dominica 0.0199 0.0280 0.0321 0.1379 0.8293
Ecuador 0.0283 0.0274 0.0303 0.2097 0.8205
ElSalvad 0.0046 0.0316 0.0223 0.0577 0.8414
Ethiopia 0.0094 0.0206 0.0212 0.0288 0.9805
Finland 0.0301 0.0083 0.1206 0.2494 0.5589
France 0.0292 0.0089 0.0879 0.1767 0.4708
Germany 0.0259 0.0047 0.0890 0.1885 0.4585
Greece 0.0446 0.0044 0.0655 0.2245 0.7924
Guatemal 0.0149 0.0242 0.0384 0.0516 0.7885
Honduras 0.0148 0.0303 0.0446 0.0954 0.8850
HongKong 0.0484 0.0359 0.0767 0.1233 0.7471
India 0.0115 0.0170 0.0278 0.1448 0.9356
Indonesi 0.0345 0.0213 0.0221 0.1179 0.9243
Ireland 0.0288 0.0081 0.0814 0.1879 0.6457
Israel 0.0452 0.0305 0.1112 0.1788 0.6816
Italy 0.0362 0.0038 0.0683 0.1790 0.5441
IvoryCoa 0.0278 0.0274 0.0243 0.0957 0.9207
Jamaica 0.0055 0.0201 0.0609 0.1455 0.8229
Japan 0.0535 0.0117 0.1223 0.2464 0.7484
Kenya 0.0146 0.0346 0.0462 0.1268 0.9415
Korea 0.0479 0.0282 0.0557 0.1842 0.8807
Luxembou 0.0236 0.0064 0.0711 0.1944 0.2863
Madagasc -0.0102 0.0203 0.0219 0.0481 0.9217
Malawi 0.0153 0.0226 0.0361 0.0935 0.9628
Malaysia 0.0332 0.0316 0.0446 0.1878 0.7853
Mali 0.0044 0.0184 0.0433 0.0267 0.9478
Mexico 0.0198 0.0349 0.0273 0.1687 0.5921
Morocco 0.0243 0.0281 0.0260 0.0540 0.8405
Netherla 0.0231 0.0146 0.0778 0.1781 0.3605
Nigeria -0.0047 0.0283 0.0358 0.0842 0.8579
Norway 0.0260 0.0150 0.0701 0.2199 0.3755
Pakistan 0.0295 0.0258 0.0263 0.0880 0.9180
Panama 0.0295 0.0279 0.0388 0.2212 0.8015
Paraguay 0.0261 0.0299 0.0189 0.1011 0.8458
Peru 0.0107 0.0271 0.0267 0.0933 0.7406
Philippi 0.0179 0.0253 0.0445 0.0974 0.8747
Portugal 0.0318 0.0118 0.0729 0.1571 0.8033
Senegal -0.0011 0.0274 0.0193 0.0807 0.8884
Spain 0.0373 0.0069 0.0397 0.1305 0.6613
SriLanka 0.0137 0.0207 0.0138 0.1352 0.8555
Tanzania 0.0184 0.0276 0.0860 0.0940 0.9762
Thailand 0.0341 0.0278 0.0395 0.1412 0.9174
Tunisia 0.0279 0.0256 0.0428 0.0972 0.7838
U.K. 0.0189 0.0048 0.0694 0.1132 0.4307
U.S. 0.0133 0.0189 0.0762 0.1356 0.0000
Uruguay 0.0041 0.0052 0.0155 0.1154 0.5782
Venezuel 0.0120 0.0378 0.0340 0.0760 0.4974
Zambia -0.0110 0.0275 0.0702 0.2012 0.8695
Zimbabwe 0.0110 0.0309 0.0843 0.1257 0.8875
;
proc reg data=growth;
model GDP = LFG GAP EQP NEQ;
run;
ods graphics on;
proc robustreg data=growth plots=all;
model GDP = LFG GAP EQP NEQ / diagnostics leverage;
id country;
run;
ods graphics off;
proc robustreg method=lts(h=33) fwls data=growth seed=100;
model GDP = LFG GAP EQP NEQ / diagnostics leverage;
id country;
run;