rregfit.hlp.htm

help rregfit
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Title

    rregfit --   Computes several fit measures following rreg.


Syntax

        rregfit [, tune( real )

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Description

    rregfit computes robust regression R-square, AICR, BICR and deviance following rreg.

Option

    tune() - If an alternative tuning parameter is used for rreg, then the same value should be used in rregfit.  Otherwise the default
    tuning parameter of 7 will be used.

Examples

    . rreg crime pctmetro pctwhite single
    . rregfit


References
    Hampel, F. R., Ronchetti, E.M., Rousseeuw, P.J. and Stahel, W.A. (1986) Robust Statistics: The Approach Based on Influence Functions,
    New York:  John Wiley & Sons, Inc.
    Ronchetti, E. (1985) "Robust Model Selection in Regression," Statistics and Probability Letters, 3, 21-23.
    (2008) SAS 9.2 Documentation for GLM. Cary, NC: SAS Institute Inc.
  

Author

    Philip B. Ender
    UCLA Statistical Consulting Group
    ender@ucla.edu

    Xiao Chen
    UCLA Statistical Consulting Group
    xiao.chen@ucla.edu