Pension Funds Data
The total 1981 premium income of pension funds of Dutch firms, for 18 Professional Branches, from de Wit (1982).
data(pension, package="robustbase")
A data frame with 18 observations on the following 2 variables.
IncomePremium Income (in millions of guilders)
ReservesPremium Reserves (in millions of guilders)
P. J. Rousseeuw and A. M. Leroy (1987) Robust Regression and Outlier Detection; Wiley, p.76, table 13.
data(pension) plot(pension) summary(lm.p <- lm(Reserves ~., data=pension)) summary(lmR.p <- lmrob(Reserves ~., data=pension)) summary(lts.p <- ltsReg(Reserves ~., data=pension)) abline( lm.p) abline(lmR.p, col=2) abline(lts.p, col=2, lty=2) ## MM: "the" solution is much simpler: plot(pension, log = "xy") lm.lp <- lm(log(Reserves) ~ log(Income), data=pension) lmR.lp <- lmrob(log(Reserves) ~ log(Income), data=pension) plot(log(Reserves) ~ log(Income), data=pension) ## no difference between LS and robust: abline( lm.lp) abline(lmR.lp, col=2)
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