On this R-data statistics page, you will find information about the pension data set which pertains to Pension Funds Data. The pension data set is found in the robustbase R package. You can load the pension data set in R by issuing the following command at the console data("pension"). This will load the data into a variable called pension. If R says the pension data set is not found, you can try installing the package by issuing this command install.packages("robustbase") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the pension R data set. The size of this file is about 10,155 bytes.
Pension Funds Data
The total 1981 premium income of pension funds of Dutch firms, for 18 Professional Branches, from de Wit (1982).
A data frame with 18 observations on the following 2 variables.
Premium Income (in millions of guilders)
Premium Reserves (in millions of guilders)
P. J. Rousseeuw and A. M. Leroy (1987) Robust Regression and Outlier Detection; Wiley, p.76, table 13.
plot(pension)summary(lm.p <- lm(Reserves ~., data=pension))
summary(lmR.p <- lmrob(Reserves ~., data=pension))
summary(lts.p <- ltsReg(Reserves ~., data=pension))
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:
Dataset imported from https://www.r-project.org.