The RATS Software Forum

Good afternoon

I have the RATS code for doing linearity tests vs STAR models in presence of outliers ("RobustPoly" procedure). Nevertheless, I would like to apply it to a STR model. I do not find an easy way to do it. Is there already any command for it?

Thank you beforehand,

Estefanía

The same calculation can be done using @RegStrTest with the WEIGHT option rather than @STARTEST, with the iterated weighted least squares over the general linear regression.

Good evening

The program works well with STR models! But I have a question, as the original program was for STAR models, the outliers were only present in variable Y. If I do the application to STR, do I have to define the outliers for each variable considered?

Thank you beforehand.

Outliers are defined as data points with unusual residuals. The "X" variables can have any sort of behavior.

So I do only have to care for Y (dependent variable) regarding outliers? I can do the REGTEST for different thresholds afterwards.

Thank you!

They're outliers in the regression of interest, not outliers in the dependent variable.