I am using the robustreg procedure to perform a mutliple regression and it is not outputting the parameter estimates that I want. Here is an exmaple of the code I am using:
proc robustreg data=dataset4 outest=params fwls method=lts;
model Y = V1 V2 / diagnostics leverage;
output out=estimates predicted=Calculated;
run;
The data in the "params" dataset contains the "LTS Parameter Estimates" from the ouput but I would like it to contain the "Parameter Estimates for Final Weighted Least Squares Fit" estimates. Does anyone know how to accomplish this? Thanks in advance!