![]() |
![]() |
The ROBUSTREG Procedure |
This section describes the statistical and computational aspects of the ROBUSTREG procedure. The following notation is used throughout this section.
Let denote an
matrix,
denote a given
-vector of responses, and
denote an unknown
-vector of parameters or coefficients whose components are to be estimated. The matrix
is called the design matrix. Consider the usual linear model
![]() |
where is an
-vector of unknown errors. It is assumed that (for a given
) the components
of
are independent and identically distributed according to a distribution
, where
is a scale parameter (usually unknown). Often
, the standard normal distribution function. The vector of residuals for a given value of
is denoted by
and the
th row of the matrix
is denoted by
.
![]() |
![]() |
Copyright © SAS Institute, Inc. All Rights Reserved.