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brent
Calcite | Level 5

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

3 REPLIES 3
Rick_SAS
SAS Super FREQ

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
SAS Super FREQ

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

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