help rregfit -------------------------------------------------------------------------------------------------------------------------------------------- Title rregfit -- Computes several fit measures following rreg. Syntax rregfit [, tune( real ) ------------------------------------------------------------------------------------------------------------------------------------------ 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