Robust tools in SAS. I introduce robust routines and a procedure in SAS. The routines are in SAS/IML, acting as function calls. They are LTS, LMS, MCD, MVE, LAV, and MAD. These routines have been released in SAS/IML V8.2 or in previous versions. The SAS/STAT procedure, ROBUSTREG, is experimental.

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  1. Chen, C.: Robust tools in SAS (2003)