Annex: code to replicate the results and the figures in the report

• Author: Francesca Torti - Marco Riani - Anthony C. Atkinson - Domenico Perrotta - Aldo Corbellini
• Profession: European Commission, Joint Research Centre (JRC) - University of Parma, Italy - London School of Economics, UK - European Commission, Joint Research Centre (JRC) - University of Parma, Italy
• Pages: 30-30

A. Annex: code to replicate the results and the figures in the

report

/**************set path where input dataset are stored ******************/

path = "D:\benchmark_FSDA\software_and_ds_to_upload\ds\ds_for_exploratory_analysis";

/*load loyalty data on original scale*/

libname lib (path);

use ("lib.loyalty");

read all var {’x1’ ’x2’ ’x3’} into x[colname=colnx];

read all var ’y’ into y[colname=colny];

x = x || j(nrow(x),1,1); /* add intercept */

close ("lib.loyalty");

/*next command + F11 to obtain Figures 2, 3, 4, that is mdr fwd plot, res fwd plot, scatteplots,

beta fwd plots for 0.4 transformation*/

CALL FSR("lib.loyalty", {’x1’ ’x2’ ’x3’}, "y", "DEBUG CLASSIFY RESFWDPLOT mdrplot scatter BETA_PLOT") transform_original_data = 0.4 ;

/*next command + F11 to obtain Figures 8, 9, 10, that is mdr fwd plot, res fwd plot, scatteplots,

beta fwd plots for no transformation*/

CALL FSR("lib.loyalty", {’x1’ ’x2’ ’x3’}, "y", "DEBUG CLASSIFY RESFWDPLOT mdrplot scatter BETA_PLOT") transform_original_data = 1 ;

/*next command to obtain Figure 11, that is the fanplot*/

CALL FSRfan("lib.loyalty", {’x1’ ’x2’ ’x3’}, ’y’, {-1 -0.5 -0.4 0 0.4 0.5 1});

/*next command + F11 to obtain Figures 12, 13, 14, that is mdr fwd plot, res fwd plot, scatteplots,

beta fwd plots for logarithmic transformation*/

CALL FSR("lib.loyalty", {’x1’ ’x2’ ’x3’}, "y", "DEBUG CLASSIFY RESFWDPLOT mdrplot scatter BETA_PLOT") transform_original_data = 0 ;

/*next commands to obtain Figure 16 on books dataset (CN 49019900), the monitoring of studentized residual fro S, LTS and LMS estimators*/

use("lib.p_49019900_thinned");

read all var {’x’} into x[colname=colnx];

read all var {’y’} into y[colname=colny];

close("lib.p_49019900_thinned");

/*S*/

CALL monitoring_S_MM_LTS_LMS("lib.p_49019900_thinned","x","y","s") ;

/*MM not in the paper*/

CALL monitoring_S_MM_LTS_LMS("lib.p_49019900_thinned","x","y","mm") ;

/*LTS*/

CALL monitoring_S_MM_LTS_LMS("lib.p_49019900_thinned","x","y","lts") ;

/*LMS*/

CALL monitoring_S_MM_LTS_LMS("lib.p_49019900_thinned","x","y","lms") ;

/*next commands to obtain Figure on jewellery dataset (CN 7117190090), the monitoring of studentized residual fro S, LTS and LMS estimators*/

*use("lib.POD41_7117190090");

*read all var {’x’} into x[colname=colnx];

*read all var {’y’} into y[colname=colny];

*close("lib.POD41_7117190090");

/*S*/

*CALL monitoring_S_MM_LTS_LMS("lib.POD41_7117190090","x","y","s",path) ;

/*MM not in the paper*/

*CALL monitoring_S_MM_LTS_LMS("lib.POD41_7117190090","x","y","mm",path) ;

/*LTS*/

*CALL monitoring_S_MM_LTS_LMS("lib.POD41_7117190090","x","y","lts",path) ;

/*LMS*/

*CALL monitoring_S_MM_LTS_LMS("lib.POD41_7117190090","x","y","lms",path) ;

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