pension: Pension Funds Data

pensionR Documentation

Pension Funds Data

Description

The total 1981 premium income of pension funds of Dutch firms, for 18 Professional Branches, from de Wit (1982).

Usage

data(pension, package="robustbase")

Format

A data frame with 18 observations on the following 2 variables.

Income

Premium Income (in millions of guilders)

Reserves

Premium Reserves (in millions of guilders)

Source

P. J. Rousseeuw and A. M. Leroy (1987) Robust Regression and Outlier Detection; Wiley, p.76, table 13.

Examples

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)

robustbase documentation built on July 10, 2023, 2:01 a.m.