SAS/IML Robust Regression Examples
Examples Using LMS and LTS Regression
The following results are based on the updated version of the PROGRESS program by Rousseeuw and Hubert (1996), and they differ slightly from those given in Rousseeuw and Leroy (1987), who use the earlier version of PROGRESS. For space reasons, the output of the tables containing residuals and resistant diagnostics are not included in this document. The macros prilmts, scatlmts, primve, scatmve, and lmsdiap are used in these examples for printing and plotting the results.
Example 9.1: LMS and LTS with Substantial Leverage Points: Hertzsprung-Russell Star Data
Example 9.2: LMS and LTS: Stackloss Data
Example 9.3: LMS and LTS Univariate (Location) Problem: Barnett and Lewis Data