<label:> MODEL
response = <effects> </ options> ;
Main effects and interaction terms can be specified in the MODEL statement, as in the GLM procedure (Chapter 42: The GLM Procedure.)
The optional label, which must be a valid SAS name, is used to label the model in the OUTEST data set.
Table 80.9 summarizes the options available in the MODEL statement.
Table 80.9: MODEL Statement Options
Option

Description

ALPHA=

Specifies the significance level

CORRB

Produces the estimated correlation matrix

COVB

Produces the estimated covariance matrix

CUTOFF=

Specifies the multiplier of the cutoff value for outlier detection

DIAGNOSTICS

Requests the outlier diagnostics

FAILRATIO=

Specifies the failureratio threshold

ITPRINT

Displays the iteration history

LEVERAGE

Requests an analysis of leverage points

NOGOODFIT

Suppresses the computation of goodnessoffit statistics

NOINT

Specifies nointercept regression

SINGULAR=

Specifies the tolerance for testing singularity

You can specify the following options for the model fit.

ALPHA=value

specifies the significance level for the confidence intervals for regression parameters. The value must be between 0 and 1. By default, ALPHA=0.05.

CORRB

produces the estimated correlation matrix of the parameter estimates.

COVB

produces the estimated covariance matrix of the parameter estimates.

CUTOFF=value

specifies the multiplier of the cutoff value for outlier detection. By default, CUTOFF=3.

DIAGNOSTICS <(ALL)>

requests the outlier diagnostics. By default, only observations identified as outliers or leverage points are displayed. Specify the ALL option to display all observations.

FAILRATIO=value

specifies the failureratio threshold for the subsampling algorithm of an LTS or S estimate. It also applies to the initial LTS or S step in an MM estimate. The threshold must be between
0 and 1. Its default value is 0.99. See the section LTS Estimate or S Estimate for details.

ITPRINT

displays the iteration history for the iteratively reweighted least squares algorithm used by M and MM estimation. You can also use this option in the PROC ROBUSTREG statement.

LEVERAGE <(leverageoptions)>

requests an analysis of leverage points for the covariates. The results are added to the diagnostics table, which you can request with the DIAGNOSTICS option in the MODEL statement.
The following leverageoptions are available:

CUTOFF=value

specifies the leverage cutoff value for leveragepoint detection. See the section Leverage Point and Outlier Detection for details. The cutoff value can also be specified with the leverage cutoff value by using the CUTOFFALPHA= option.

CUTOFFALPHA=value

specifies the leverage cutoff value for leveragepoint detection. The respective leverage cutoff value equals (or if projection is applied in the generalized MCD algorithm). By default, .

H=n
QUANTILE=n

specifies the quantile to be minimized for the MCD algorithm that is used for the leveragepoint analysis. By default, H=, where n is the number of observations and p is the number of independent variables excluding the intercept.

MCDALPHA=value

specifies the MCD cutoff value for the final MCD reweighting step. The respective MCD cutoff value equals (or if projection is applied in the generalized MCD algorithm). By default, .

MCDCUTOFF=value
MCDCUT=value

specifies the MCD cutoff value for the final MCD reweighting step. See the section Mahalanobis Distance versus Robust Distance and Rousseeuw and Van Driessen (1999) for details. The cutoff value can also be specified with the MCD cutoff value by using the MCDALPHA= option.

MCDINFO

requests that detailed information about the MCD covariance estimate be displayed, including the lowdimensional structure,
the breakdown value, the MCD center, and the MCD covariance itself. The option outputs the ODS tables of the MCD profile,
MCD center, MCD covariance, and MCD correlation.

OPC  OFFPLANECOEF

requests the ODS table of the coefficients for MCDdropped components, when projection is applied in the generalized MCD algorithm.
The OFFPLANECOEF option is ignored for the regular MCD algorithm.

PROJECTIONALPHA=value
PALPHA=value

specifies the projection cutoff value to be used to judge whether an observation is on or off the lowdimensional hyperplane identified by the generalized
MCD algorithm. The respective projection cutoff value equals . By default, .

PROJECTIONCUTOFF=value
PCUTOFF=value

specifies the projection cutoff value to be used to judge whether an observation is on or off the lowdimensional hyperplane
identified by the projected MCD algorithm. See the section Mahalanobis Distance versus Robust Distance and Rousseeuw and Van Driessen (1999) for details. The projection cutoff value can also be specified with the projection cutoff value by using the PALPHA= option.

PROJECTIONTOLERANCE=value
PTOL=value

specifies the projection tolerance value for the lowdimensional structure detection. See the section Leverage Point and Outlier Detection for details.

NOGOODFIT

suppresses the computation of goodnessoffit statistics.

NOINT

specifies nointercept regression.

SINGULAR=value

specifies the tolerance for testing singularity of the information matrix and the crossproducts matrix for the initial least squares estimates. Roughly, the test requires that
a pivot be at least value times the original diagonal value. By default, SINGULAR=1E–12.
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