Tools for monitoring robust regression in SAS IML studio. S, MM, LTS, LMS and especially the forward search
- Publisher:
- European Union Publications Office
- Publication date:
- 2020-09-07
- Authors:
-
Francesca Torti
Marco Riani
Anthony C. Atkinson
Domenico Perrotta
Aldo Corbellini - ISBN:
- 978-92-76-21438-0
Index
- Abstract
- Acknowledgments
- Introduction
- Three Classes of Estimator for Robust Regression
- Algebra for the Forward Search
- Testing for Outliers
- Regression Outlier Detection in the FS
- FS Analysis of the Transformed Loyalty Card Data
- Why SAS?
- The FS batch procedure
- Timing comparisons
- Transformation of the Response
- Monitoring Other Forms of Robust Regression
- Data Analyses with S, LTS and LMS Routines
- Discussion and Extensions
- Annex: code to replicate the results and the figures in the report
- Annex: use of the monitoring tools in WebAriadne