https://communities.sas.com/t5/SAS-Procedures/PROC-ROBUSTREG-gt-can-I-get-some-kind-of-prediction-limit-or/m-p/632016#M77770 <P>PROC ROBUSTREG provides estimates of the standard errors of the predicted mean (or standard error of predicted individual values) in the OUTPUT statement (STDM or STDI options). From those you can compute whatever confidence interval or prediction interval you want.</P> Fri, 13 Mar 2020 18:31:14 GMT PaigeMiller 2020-03-13T18:31:14Z https://communities.sas.com/t5/SAS-Procedures/PROC-ROBUSTREG-gt-can-I-get-some-kind-of-prediction-limit-or/m-p/631977#M77769 <P>Hi--<BR /><BR />I am new to the ROBUSTREG procedure... which has been very helpful addressing leverage points and outliers that are real and I can't simply disqualify them from my data.<BR /><BR />Is there a functional equivalent to PROC REG's ucl lcl uclm lclm outputs for ROBUSTREG or is it irrelevant to the weighted least squares approach?<BR /><BR />Alternatively I was just going to go with Quantile Regression to capture the variability.</P> Fri, 13 Mar 2020 16:58:16 GMT https://communities.sas.com/t5/SAS-Procedures/PROC-ROBUSTREG-gt-can-I-get-some-kind-of-prediction-limit-or/m-p/631977#M77769 iiibbb 2020-03-13T16:58:16Z https://communities.sas.com/t5/SAS-Procedures/PROC-ROBUSTREG-gt-can-I-get-some-kind-of-prediction-limit-or/m-p/632016#M77770 <P>PROC ROBUSTREG provides estimates of the standard errors of the predicted mean (or standard error of predicted individual values) in the OUTPUT statement (STDM or STDI options). From those you can compute whatever confidence interval or prediction interval you want.</P> Fri, 13 Mar 2020 18:31:14 GMT https://communities.sas.com/t5/SAS-Procedures/PROC-ROBUSTREG-gt-can-I-get-some-kind-of-prediction-limit-or/m-p/632016#M77770 PaigeMiller 2020-03-13T18:31:14Z