topic Re: Robust Mean and Robust Sigma in Statistical Procedures

Robust Mean and Robust Sigma

Ferdz — Thu, 24 Sep 2020 09:45:48 GMT

Hi!

I'm just wondering if there is any other way of extracting "robust means" and "robust sigmas" of multiple units/rows, other than from individual Distribution >> Summary Statistics.

I'm looking on a tabulated form similar to Cols >> Columns viewer >> Summary statistics

Thanks!

Re: Robust Mean and Robust Sigma

Ferdz — Thu, 24 Sep 2020 09:53:22 GMT

Sample from Columns Viewer

Columns viewer Mean SD

Re: Robust Mean and Robust Sigma

PaigeMiller — Thu, 24 Sep 2020 10:15:55 GMT

PROC UNIVARIATE can compute trimmed means and robust estimates of scale for columns (variables) in a SAS data step.

I am not aware of a way to do this for "multiple units/rows", but you could transpose your rows into columns and then run PROC UNIVARIATE.

Re: Robust Mean and Robust Sigma

Ferdz — Mon, 28 Sep 2020 02:13:10 GMT

Thanks @PaigeMiller

I figured there is no other way but to do the computation.

1. Quartiles can be enabled in Summary Statistics; Columns View >>> Show Quartiles

Will Show MEDIAN, LOWER QUARTILE and UPPER QUARTILE

2. From here;

Robust mean = Median

Robust Std Dev = (Upper Quartile - Lower Quartile)/1.35

Re: Robust Mean and Robust Sigma

PaigeMiller — Mon, 28 Sep 2020 11:21:07 GMT

@Ferdz said:

there is no other way...

But there are other ways to do this in SAS. PROC UNIVARIATE can compute robust means and robust variances, which are different than what you explain.