Robust Regression Output Estimates

[shreder9]

Hello,

I would like to output the parameter estimates, p-values and R-Squared of a robust regression (mm-method) to a dataset. When using the OLS procedure, the statement 'tableout' usually sufficed. Unfortunately it does not work for 'Proc Robustreg'. What are the alternatives?

Thank you.

[PaigeMiller]

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@shreder9 wrote:

I would like to output the parameter estimates, p-values and R-Squared of a robust regression (mm-method) to a dataset. When using the OLS procedure, the statement 'tableout' usually sufficed. Unfortunately it does not work for 'Proc Robustreg'. What are the alternatives?

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There is the OUTEST= option in PROC ROBUSTREG which contains the parameter estimates. Or you can use ODS OUTPUT to obtain information from the procedure, the full set of ODS output tables is given here.