Output from robfuel.sas

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Bisquare Robust Regression - Fuel data 1 Iteration 1

Model: MODEL1
Dependent Variable: FUEL       Fuel consumption (/person)
                             Analysis of Variance

                                Sum of         Mean
       Source          DF      Squares       Square      F Value       Prob>F
       Model            4 399316.51094  99829.12774       22.706       0.0001
       Error           43 189049.96822   4396.51089
       C Total         47 588366.47917

           Root MSE      66.30619     R-square       0.6787
           Dep Mean     576.77083     Adj R-sq       0.6488
           C.V.          11.49611
                             Parameter Estimates

                      Parameter      Standard    T for H0:
     Variable  DF      Estimate         Error   Parameter=0    Prob > |T|
     INTERCEP   1    377.291146  185.54119075         2.033        0.0482
     TAX        1    -34.790149   12.97020164        -2.682        0.0103
     DRIVERS    1   1336.449357  192.29814253         6.950        0.0001
     ROAD       1     -0.002426    0.00338917        -0.716        0.4780
     INC        1     -0.066589    0.01722175        -3.867        0.0004
                   Variable
     Variable  DF     Label
     INTERCEP   1  Intercept
     TAX        1  Motor fuel tax (cents/gal.)
     DRIVERS    1  Proportion licensed drivers
     ROAD       1  Length Federal Highways (mi.)
     INC        1  Per Capita Personal income ($)

Bisquare Robust Regression - Fuel data 2 Iteration 8

Model: MODEL1
Dependent Variable: FUEL       Fuel consumption (/person)
                             Analysis of Variance

                                Sum of         Mean
       Source          DF      Squares       Square      F Value       Prob>F
       Model            4 167288.32727  41822.08182       35.815       0.0001
       Error           40  46709.16143   1167.72904
       C Total         44 213997.48870

           Root MSE      34.17205     R-square       0.7817
           Dep Mean     553.02626     Adj R-sq       0.7599
           C.V.           6.17910
                             Parameter Estimates

                      Parameter      Standard    T for H0:
     Variable  DF      Estimate         Error   Parameter=0    Prob > |T|
     INTERCEP   1    455.703194  108.89511896         4.185        0.0002
     TAX        1    -15.457040    7.84044176        -1.971        0.0556
     DRIVERS    1    934.600325  118.53860774         7.884        0.0001
     ROAD       1      0.001461    0.00203350         0.718        0.4767
     INC        1     -0.075185    0.00990879        -7.588        0.0001
                   Variable
     Variable  DF     Label
     INTERCEP   1  Intercept
     TAX        1  Motor fuel tax (cents/gal.)
     DRIVERS    1  Proportion licensed drivers
     ROAD       1  Length Federal Highways (mi.)
     INC        1  Per Capita Personal income ($)

Bisquare Robust Regression - Fuel data 3 Iteration history and parameter estimates

OBS  ITER   _RMSE_  INTERCEP     TAX    DRIVERS     ROAD       INC     MAXDIF
 1     1   66.3062   377.291  -34.7901  1336.45  -.0024259  -0.066589  0.9957
 2     2   48.2139   437.749  -31.2176  1154.88  -.0016368  -0.065316  0.3940
 3     3   43.7410   470.093  -28.2648  1059.45  -.0012002  -0.066819  0.1861
 4     4   41.4628   485.838  -25.4150  1002.13  -.0006361  -0.069252  0.1098
 5     5   40.6310   489.507  -23.2760   975.41  -.0001396  -0.071349  0.1405
 6     6   37.8789   490.060  -20.3267   942.66  0.0004797  -0.073647  0.1287
 7     7   34.8753   472.821  -16.8588   928.44  0.0011755  -0.075289  0.0806
 8     8   34.1721   455.703  -15.4570   934.60  0.0014607  -0.075185  0.0349

Bisquare Robust Regression - Fuel data 4 Residuals, fitted values and weights

     STATE    FUEL     _FIT_     _WEIGHT_     _RESID_     _HAT_     FLAG
      AL       554    585.994     0.92065     -31.994    0.12533
      AR       628    604.625     0.95724      23.375    0.09620
      AZ       632    593.082     0.88375      38.918    0.09160
      CA       524    539.953     0.97996     -15.953    0.10438
      CO       587    604.842     0.97497     -17.842    0.10014
      CT       457    435.098     0.96241      21.902    0.24269
      DE       540    520.909     0.97137      19.091    0.16608
      FL       574    552.080     0.96234      21.920    0.02881
      GA       631    604.983     0.94716      26.017    0.07290
      IA       635    585.635     0.81647      49.365    0.05927
      ID       648    675.443     0.94130     -27.443    0.20116
      IL       471    465.764     0.99783       5.236    0.25702
      IN       580    505.923     0.61294      74.077    0.02503
      KS       649    633.262     0.98050      15.738    0.14800
      KY       534    513.399     0.96670      20.601    0.14889
      LA       487    527.050     0.87711     -40.050    0.12100
      MA       414    471.462     0.75580     -57.462    0.12906
      MD       464    429.567     0.90839      34.433    0.11748
      ME       541    541.656     0.99997      -0.656    0.11750
      MI       525    531.921     0.99621      -6.921    0.07819
      MN       566    601.957     0.90031     -35.957    0.05472
      MO       603    578.295     0.95229      24.705    0.04282
      MS       577    651.484     0.60920     -74.484    0.10172
      MT       704    611.510     0.43768      92.490    0.02384
      NC       566    552.182     0.98495      13.818    0.11339
      ND       714    579.552     0.08115     134.448    0.00797
      NE       640    639.444     0.99998       0.556    0.24608
      NH       524    545.350     0.96426     -21.350    0.07793
      NJ       467    466.606     0.99999       0.394    0.15129
      NM       699    604.628     0.41946      94.372    0.04362
      NV       782    602.285     0.00000     179.715    0.00000     *
      NY       344    370.978     0.94324     -26.978    0.31648
      OH       498    536.595     0.88561     -38.595    0.04826
      OK       644    667.449     0.95696     -23.449    0.10729
      OR       610    612.729     0.99941      -2.729    0.10477
      PA       464    504.631     0.87364     -40.631    0.06102
      RI       410    510.360     0.36183    -100.360    0.04194
      SC       577    592.856     0.98021     -15.856    0.07971
      SD       865    678.222     0.00000     186.778    0.00000     *
      TN       571    568.040     0.99931       2.960    0.09845
      TX       640    629.253     0.99088      10.747    0.33677
      UT       591    544.527     0.83641      46.473    0.17240
      VA       547    486.485     0.73123      60.515    0.06528
      VT       561    570.385     0.99304      -9.385    0.09300
      WA       510    519.477     0.99291      -9.477    0.07923
      WI       508    550.169     0.86425     -42.169    0.04816
      WV       460    499.213     0.88204     -39.213    0.05313
      WY       968    654.581     0.00000     313.419    0.00000     *

Bisquare Robust Regression - Fuel data 5

            Plot of _WEIGHT_*_RESID_.  Symbol is value of STATE.

_WEIGHT_ |
         |
     1.0 +             MMI
         |           NC   DA
         |          IO     G
         |         MA       M
         |         L         A
         |         W
         |                    I
     0.8 +
         |
         |       M              V
         |
         |
         |
         |
     0.6 +    M                   I
         |
         |
         |
         |
         |
         |                          M
     0.4 +
         | R
         |
         |
         |
         |
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     0.2 +
         |
         |
         |
         |                               N
         |
         |
     0.0 +                                     NS                W
         |
         --+------------+------------+------------+------------+------------+-
         -100           0           100          200          300          400

                                        Residual

NOTE: 21 obs hidden.

Bisquare Robust Regression - Fuel data 6

             Plot of _WEIGHT_*_HAT_.  Symbol is value of STATE.

     _WEIGHT_ |
              |
          1.0 +            M VTOM    N           NI          T
              |      F     N  ACN   K  D         C
              |        M  G    O           I              N
              |         M       MA
              |        OWP   A   L
              |        W
              |          I             U
          0.8 +
              |
              |          V        M
              |
              |
              |
              |
          0.6 +     I         M
              |
              |
              |
              |
              |
              |     M  N
          0.4 +
              |       R
              |
              |
              |
              |
              |
          0.2 +
              |
              |
              |
              |   N
              |
              |
          0.0 +  N
              |
              ---+------------+------------+------------+------------+--
                0.0          0.1          0.2          0.3          0.4

                                       Leverage

NOTE: 6 obs hidden.