The PROC QUANTREG statement invokes the procedure. The CLASS statement specifies which explanatory variables are treated as categorical. The ID statement names variables to identify observations in the outlier diagnostics tables. The MODEL statement is required and specifies the variables used in the regression. Main effects and interaction terms can be specified in the MODEL statement, as in the GLM procedure ( Chapter 41, The GLM Procedure. ) The OUTPUT statement creates an output data set containing predicted values, residuals, and estimated standard errors. The PERFORMANCE statement tunes the performance of PROC QUANTREG by using single or multiple processors available in the hardware. The TEST statement requests linear tests for the model parameters. The WEIGHT statement identifies a variable in the input data set whose values are used to weight the observations. In one invocation of PROC QUANTREG, multiple OUTPUT and TEST statements are allowed.