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Robust Regression - Duncan data 1 Bisquare function Iteration history and parameter estimates

      OBS    ITER     _RMSE_    INTERCEP     INCOME      EDUC     MAXDIF
       1       1     13.3690    -6.06466    0.59873    0.54583    0.9443
       2       2      8.8710    -7.66494    0.72126    0.47542    0.1580
       3       3      8.9508    -7.69156    0.77038    0.43830    0.1427
       4       4      8.6435    -7.67307    0.79664    0.42092    0.0637
       5       5      8.4955    -7.61118    0.81040    0.41152    0.0440

Robust Regression - Duncan data 2 Bisquare function Residuals, fitted values and weights

  JOB             PRESTIGE    _FIT_    _WEIGHT_    _RESID_    _HAT_    FLAG
  Accountant         82      78.0244    0.97843     3.9756   0.05958
  Pilot              83      82.0133    0.99866     0.9867   0.07133
  Architect          90      91.0288    0.99855    -1.0288   0.08128
  Author             76      73.9977    0.99451     2.0023   0.08224
  Chemist            90      79.6453    0.85826    10.3547   0.05234
  Minister           87      43.9749    0.00000    43.0251   0.00000    *
  Professor          93      82.5259    0.85510    10.4741   0.06676
  Dentist            90      98.3730    0.90610    -8.3730   0.09297
  Reporter           52      82.4880    0.13115   -30.4880   0.00986
  Civil Eng.         88      86.1285    0.99520     1.8715   0.06965
  Undertaker         57      56.8782    0.99998     0.1218   0.06186
  Lawyer             89      94.3083    0.96170    -5.3083   0.08891
  Physician          97      93.8968    0.98683     3.1032   0.08893
  Welfare Wrkr.      59      60.1829    0.99808    -1.1829   0.10744
  PS Teacher         73      68.7364    0.97521     4.2636   0.10851
  RR Conductor       38      67.9711    0.14714   -29.9711   0.05572
  Contractor         76      53.8586    0.44034    22.1414   0.02665
  Factory Owner      81      64.0581    0.64486    16.9419   0.03777
  Store Manager      45      44.5326    0.99970     0.4674   0.03320
  Banker             92      89.3448    0.99035     2.6552   0.08808
  Bookkeeper         39      45.5199    0.94251    -6.5199   0.10544
  Mail carrier       34      53.9217    0.52948   -19.9217   0.01660
  Insur. Agent       41      66.1788    0.31917   -25.1788   0.01296
  Store clerk        16      36.4665    0.50774   -20.4665   0.02122
  Carpenter          33      18.8722    0.74483    14.1278   0.03895
  Electrician        53      46.5270    0.94332     6.4730   0.05278
  RR Engineer        67      69.5540    0.99107    -2.5540   0.40409
  Machinist          57      34.7319    0.43524    22.2681   0.02038
  Auto repair        26      19.2711    0.93882     6.7289   0.05026
  Plumber            29      38.3345    0.88399    -9.3345   0.08764
  Gas stn attn       10      16.4789    0.94322    -6.4789   0.05402
  Coal miner         15       0.9423    0.74717    14.0577   0.06742
  Motorman           19      37.1253    0.59994   -18.1253   0.05281
  Taxi driver        10       7.5013    0.99145     2.4987   0.07186
  Truck driver       13      15.5801    0.99088    -2.5801   0.06871
  Machine opr.       24      17.6377    0.94522     6.3623   0.05409
  Barber             20      16.0548    0.97875     3.9452   0.05367
  Bartender           7      16.8778    0.87057    -9.8778   0.04776
  Shoe-shiner         3       6.6783    0.98152    -3.6783   0.07214
  Cook               16      12.7879    0.98589     3.2121   0.05949
  Soda clerk          6      14.4592    0.90420    -8.4592   0.06066
  Watchman           11      16.4536    0.95960    -5.4536   0.05149
  Janitor             8       6.2920    0.99600     1.7080   0.07769
  Policeman          41      39.2839    0.99596     1.7161   0.02923
  Waiter             10      12.0406    0.99429    -2.0406   0.08557

Robust Regression - Duncan data 3 Bisquare function

               Plot of _WEIGHT_*CASE.  Symbol is value of JOB.

      _WEIGHT_ |
               |
           1.0 +    PAA     CU PW    SB      R      TT    C  JPW
               |   A          L  P                     B S  W
               |                       B    E  A G    M
               |          D                                S
               |                                P
               |       C P                              B
               |
           0.8 +
               |
               |                           C      C
               |
               |
               |                    F
               |
           0.6 +                                   M
               |
               |                        M
               |                          S
               |
               |
               |                   C          M
           0.4 +
               |
               |
               |                         I
               |
               |
               |
           0.2 +
               |
               |           R      R
               |
               |
               |
               |
           0.0 +        M
               |
               ---+---------+---------+---------+---------+---------+--
                  0        10        20        30        40        50

                                         CASE


Robust Regression - Duncan data 4 Huber function Iteration history and parameter estimates

      OBS    ITER     _RMSE_    INTERCEP     INCOME      EDUC     MAXDIF
       1       1     13.3690    -6.06466    0.59873    0.54583    0.6187
       2       2     10.6085    -7.15471    0.67543    0.50468    0.1309
       3       3     10.2364    -7.32890    0.70132    0.48873    0.0791
       4       4     10.5572    -7.11798    0.69958    0.48675    0.0116

Robust Regression - Duncan data 5 Huber function Residuals, fitted values and weights

  JOB             PRESTIGE    _FIT_    _WEIGHT_    _RESID_    _HAT_    FLAG
  Accountant         82      78.1168    1.00000     3.8832   0.05577
  Pilot              83      80.2451    1.00000     2.7549   0.06420
  Architect          90      90.1318    1.00000    -0.1318   0.07511
  Author             76      75.1667    1.00000     0.8333   0.07352
  Chemist            90      79.5159    1.00000    10.4841   0.05594
  Minister           87      48.4604    0.34727    38.5396   0.07412    *
  Professor          93      82.9232    1.00000    10.0768   0.07081
  Dentist            90      97.5238    1.00000    -7.5238   0.09413
  Reporter           52      82.1014    0.44461   -30.1014   0.02639    *
  Civil Eng.         88      85.1126    1.00000     2.8874   0.06444
  Undertaker         57      58.2841    1.00000    -1.2841   0.05428
  Lawyer             89      93.7519    1.00000    -4.7519   0.08513
  Physician          97      93.2652    1.00000     3.7348   0.08343
  Welfare Wrkr.      59      62.4520    1.00000    -3.4520   0.09270
  PS Teacher         73      70.7564    1.00000     2.2436   0.09641
  RR Conductor       38      62.5998    0.54405   -24.5998   0.13240    *
  Contractor         76      51.8637    0.55449    24.1363   0.02870    *
  Factory Owner      81      62.1150    0.70868    18.8850   0.03630    *
  Store Manager      45      43.6815    1.00000     1.3185   0.02951
  Banker             92      87.3631    1.00000     4.6369   0.08034
  Bookkeeper         39      48.2160    1.00000    -9.2160   0.09562
  Mail carrier       34      53.2333    0.69585   -19.2333   0.01900    *
  Insur. Agent       41      65.9184    0.53709   -24.9184   0.01870    *
  Store clerk        16      37.5075    0.62227   -21.5075   0.02295    *
  Carpenter          33      18.7685    0.94041    14.2315   0.04489    *
  Electrician        53      44.7457    1.00000     8.2543   0.04806
  RR Engineer        67      63.1772    1.00000     3.8228   0.33477
  Machinist          57      33.6430    0.57300    23.3570   0.02337    *
  Auto repair        26      18.9814    1.00000     7.0186   0.04897
  Plumber            29      35.8324    1.00000    -6.8324   0.08231
  Gas stn attn       10      17.4916    1.00000    -7.4916   0.05260
  Coal miner         15       1.1864    0.96886    13.8136   0.08005    *
  Motorman           19      34.9200    0.84067   -15.9200   0.06086    *
  Taxi driver        10       8.4265    1.00000     1.5735   0.06718
  Truck driver       13      14.8745    1.00000    -1.8745   0.06253
  Machine opr.       24      17.3083    1.00000     6.6917   0.05232
  Barber             20      16.7309    1.00000     3.2691   0.05072
  Bartender           7      17.7044    1.00000   -10.7044   0.05036
  Shoe-shiner         3       7.4530    1.00000    -4.4530   0.06818
  Cook               16      13.3847    1.00000     2.6153   0.05593
  Soda clerk          6      15.8796    1.00000    -9.8796   0.06109
  Watchman           11      16.9437    1.00000    -5.9437   0.04956
  Janitor             8       7.5141    1.00000     0.4859   0.07205
  Policeman          41      39.5451    1.00000     1.4549   0.02685
  Waiter             10      14.0547    1.00000    -4.0547   0.07745

Robust Regression - Duncan data 6 Huber function

               Plot of _WEIGHT_*CASE.  Symbol is value of JOB.

      _WEIGHT_ |
           1.0 +   APAAC PD CULPWP   SBB    ER APG  TTMBBSCSWJPW
               |
               |                                  C
               |
               |                           C
               |
           0.9 +
               |
               |
               |
               |                                   M
               |
           0.8 +
               |
               |
               |
               |
               |                    F
           0.7 +                        M
               |
               |
               |
               |
               |                          S
           0.6 +
               |
               |                              M
               |                  RC
               |                         I
               |
           0.5 +
               |
               |
               |           R
               |
               |
           0.4 +
               |
               |
               |        M
               |
               |
           0.3 +
               ---+---------+---------+---------+---------+---------+--
                  0        10        20        30        40        50

                                         CASE