Documentation MCD Example for PROC ROBUSTREG
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: rregmcd */
/* TITLE: Documentation MCD Example for PROC ROBUSTREG */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: Robust Regression */
/* */
/* PROCS: ROBUSTREG */
/* DATA: */
/* */
/* SUPPORT: Yonggang Yao */
/* REF: */
/* MISC: */
/****************************************************************/
data Children;
do i=1 to 80;
off_trail=ranuni(321)>.9;
x=rannor(111)*ranuni(321);
trail_x=(i-40)/80*3;
trail_y=trail_x;
if off_trail=1 then y=x-1+rannor(321);
else y=x;
output;
end;
run;
proc sgplot data=Children;
series x=trail_x y=trail_y/lineattrs=(color="red" pattern=4);
scatter x=x y=y/group=off_trail;
ellipse x=x y=y/alpha=.05 lineattrs=(color="green" pattern=34);
run;
ods graphics on;
proc robustreg data=children plots=ddplot(label=none);
model i = x y/leverage(mcdinfo opc);
run;
ods graphics off;