Hi,
in PDF there is very short proposal for feature similar to Ox's
"outliers detection". Idea is very simple: for each observation when
residual exceeds given broad value (i.e. u_{\alpha}\cdot S_e) then we
create dummy variable. The maximum number of dummies is called "dummy
saturation" and is limited only by degrees of freedom.
Regards,
Marcin
--
Marcin Błażejowski
http://www.wrzosy.nsb.pl/~marcin/
GG# 203127