The ROBUSTREG Procedure
The ROBUSTREG procedure assigns a name to each table that it creates. You can specify these names when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 84.11.
Table 84.11: ODS Tables Produced by PROC ROBUSTREG
|
ODS Table Name |
Description |
Statement |
Option |
|---|---|---|---|
|
BestEstimates |
Best final estimates for LTS |
PROC |
SUBANALYSIS |
|
BestSubEstimates |
Best estimates for each subgroup |
PROC |
SUBANALYSIS |
|
BiasTest |
Bias test for MM estimation |
PROC |
BIASTEST |
|
ClassLevels |
Classification variable levels |
CLASS |
Default |
|
CorrB |
Parameter estimate correlation matrix |
MODEL |
CORRB |
|
CovB |
Parameter estimate covariance matrix |
MODEL |
COVB |
|
CStep |
C-step for LTS fitting |
PROC |
SUBANALYSIS |
|
DependenceEquations |
Design dependence equations |
MODEL |
LEVERAGE |
|
Diagnostics |
Outlier diagnostics |
MODEL |
DIAGNOSTICS |
|
DiagSummary |
Summary of the outlier diagnostics |
MODEL |
Default |
|
DroppedComponents |
Coefficients for MCD-dropped components |
MODEL |
LEVERAGE (OPC) |
|
GoodFit |
R square, deviance, AIC, and BIC |
PROC |
METHOD= |
|
InitLTSProfile |
Profile for initial LTS estimate |
PROC |
METHOD= |
|
InitSProfile |
Profile for initial S estimate |
PROC |
METHOD= |
|
IterHistory |
Iteration history |
PROC |
ITPRINT |
|
LTSEstimates |
LTS parameter estimates |
PROC |
METHOD= |
|
LTSLocationScale |
Location and scale for LTS |
PROC |
METHOD= |
|
LTSProfile |
Profile for LTS estimator |
PROC |
METHOD= |
|
LTSRsquare |
R square for LTS estimate |
PROC |
METHOD= |
|
MCDDependenceEquations |
Robust dependence equations |
MODEL |
LEVERAGE |
|
MCDProfile |
MCD profile |
MODEL |
LEVERAGE (MCDINFO) |
|
MCDCenter |
MCD center estimate |
MODEL |
LEVERAGE (MCDINFO) |
|
MCDCov |
MCD covariance estimate |
MODEL |
LEVERAGE (MCDINFO) |
|
MCDCorr |
MCD correlation estimate |
MODEL |
LEVERAGE (MCDINFO) |
|
MMProfile |
Profile for MM estimator |
PROC |
METHOD= |
|
ModelInfo |
Model information |
MODEL |
Default |
|
NObs |
Observations summary |
PROC |
Default |
|
ParameterEstimates |
Parameter estimates |
MODEL |
Default |
|
ParameterEstimatesF |
Final weighted LS estimates |
PROC |
FWLS |
|
ParameterEstimatesR |
Reduced parameter estimates |
TEST |
Default |
|
ParmInfo |
Parameter indices |
MODEL |
Default |
|
SProfile |
Profile for S estimator |
PROC |
METHOD= |
|
Groups |
Groups for LTS fitting |
PROC |
SUBANALYSIS |
|
SummaryStatistics |
Summary statistics for model variables |
MODEL |
Default |
|
Tests |
Results for tests |
TEST |
Default |