PROC ROBUSTREG  Robust Regression Models

PROC ROBUSTREG Robust Regression Models PowerPoint PPT Presentation


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2. . PROC ROBUSTREG is experimental in SAS/ETS Version 9.*Main purpose is to detect outliers and provide resistant (stable) results in thepresence of outliersAddresses three types of problems:? problems with outliers in the y-direction (response direction)? problems with multivariate o

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PROC ROBUSTREG Robust Regression Models

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1. 1

2. 2 PROC ROBUSTREG is experimental in SAS/ETS Version 9.* Main purpose is to detect outliers and provide resistant (stable) results in the presence of outliers Addresses three types of problems: ? problems with outliers in the y-direction (response direction) ? problems with multivariate outliers in the x-space (leverage points) ? problems with outliers in both the y-direction and x-space * These notes closely follow the SAS documentation for ROBUSTREG. Also, see the paper “Robust Regression and Outlier Detection with the ROBUSTREG Procedure” by Colin Chen presented at SUGI’27 in 2002 (http://www2.sas.com/proceedings/sugi27/p265-27.pdf )

3. 3 Overview

4. 4 Overview – M Estimation

5. 5 Overview – M Estimation

6. 6 Overview – M Estimation

7. 7 Overview – M Estimation

8. 8 Overview – M Estimation

9. 9 Overview – M Estimation

10. 10 Overview – M Estimation

11. 11 Overview – M Estimation

12. 12 Leverage Points

13. 13 Getting Started- M Estimation

14. 14 Getting Started- M Estimation

15. 15 Getting Started- M Estimation

16. 16 Getting Started- M Estimation

17. 17 Getting Started- M Estimation

18. 18 Getting Started- M Estimation

19. 19 Getting Started- M Estimation

20. 20 Getting Started- M Estimation

21. 21 Getting Started- M Estimation

22. 22 Getting Started- M Estimation

23. 23 Getting Started- M Estimation

24. 24 Getting Started- M Estimation

25. 25 Getting Started- M Estimation

26. 26 Getting Started- M Estimation

27. 27 Getting Started- LTS Estimation

28. 28 Getting Started- LTS Estimation

29. 29 Getting Started- LTS Estimation

30. 30 Getting Started- LTS Estimation

31. 31 Getting Started- LTS Estimation

32. 32 Getting Started- LTS Estimation

33. 33 Getting Started- LTS Estimation

34. 34 Getting Started- LTS Estimation

35. 35 Getting Started- LTS Estimation

36. 36 Getting Started- LTS Estimation

37. 37 Example: Comparison of Robust Estimates

38. 38 Example: Comparison of Robust Estimates

39. 39 Example: Comparison of Robust Estimates

40. 40 Example: Comparison of Robust Estimates

41. 41 Example: Comparison of Robust Estimates

42. 42 Example: Comparison of Robust Estimates

43. 43 Example: Comparison of Robust Estimates

44. 44 Example: Comparison of Robust Estimates

45. 45 Example: Comparison of Robust Estimates

46. 46 Example: Comparison of Robust Estimates

47. 47 Example: Comparison of Robust Estimates

48. 48 Example: Comparison of Robust Estimates

49. 49 Example: Growth Study of De Long & Summers

50. 50 Example: Growth Study of De Long & Summers

51. 51 Example: Growth Study of De Long & Summers

52. 52 Example: Growth Study of De Long & Summers

53. 53 Example: Growth Study of De Long & Summers

54. 54 Example: Growth Study of De Long & Summers

55. 55 Example: Growth Study of De Long & Summers

56. 56 Example: Growth Study of De Long & Summers

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