SAS/IML Robust Regression Examples

Example 9.7: Stackloss Data

The following two graphs show

the plot of standardized LMS residuals vs. robust distances RD_i
the plot of standardized LS residuals vs. Mahalanobis distances MD_i

In the first plot, you see that case 4 is a regression outlier but not a leverage point, so it is a vertical outlier. Cases 1, 3, and 21 are bad leverage points, whereas case 2 is a good leverage point. Note that case 21 lies near the boundary line between vertical outliers and bad leverage points and that case 2 is very close to the boundary between good and bad leverage points.

The output follows.

Output 9.7.1: Stackloss Data: LMS Residuals vs. Robust Distances

Output 9.7.2: Stackloss Data: LS Residuals vs. Mahalanobis Distances

Statistics and Operations Research | SAS/IML Software

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SAS/IML Robust Regression Examples

Example 9.7: Stackloss Data