outlier detection

[brent]

Is proc robustreg an appropriate procedure to identify multiple univariate outliers?

[art297]

It is according to this author: http://www2.sas.com/proceedings/sugi27/p265-27.pdf

but also take a look at: http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_x12_sect037.ht...

[Rick_SAS]

It's one way, if you are assuming a regression structure and want outliers with respect to the regression model.

In general, you might not have a response variable, but you want to find outliers (for example, multivariate normal data with outliers).

In the non-regression context, one approach is to compute a robust center and a robust covariance for the data. You can then regard an outlier as a point that is more than a certain Mahalanobis distance from the center. See the section "Robust Multivariate Outlier Detection" on p. 7-9 of http://support.sas.com/resources/papers/proceedings10/329-2010.pdf

[StatDave]

Also, see the example titledOutliers in the FASTCLUS chapter of the SAS/STAT User's Guide.