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The QUANTREG Procedure

TEST Statement
<label:> TEST effects </ options> ;

The TEST statement provides a means of obtaining a test for the canonical linear hypothesis concerning the parameters of the tested effects

     

where is the total number of parameters of the tested effects. The tested effects can be any set of effects in the MODEL statement. The Wald, rank, and likelihood ratio tests for the regression parameter estimates are available. See the section Linear Test for more information about these tests. You can specify the following options in the statement after a slash (/):

WALD

requests Wald tests.

LR

requests likelihood ratio tests.

RANKSCORE <(NORMAL | WILCOXON | SIGN)>

requests rank score tests. For the rank score tests, the available score functions include normal scores, Wilcoxon scores, and sign scores, which are asymptotically optimal for the Gaussian, logistic, and Laplace location shift models, respectively. By default, the NORMAL option is used. For additional information about the score functions, see Koenker (2005). Currently, the rank tests are implemented for iid error models.

You can submit multiple TEST statements. The optional label, which must be a valid SAS name, is used to identify output from the corresponding TEST statement.

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