The QUANTLIFE Procedure (Experimental)

OUTPUT Statement

OUTPUT <OUT=SAS-data-set> keyword=name <…keyword=name> ;

The OUTPUT statement creates a SAS data set to contain statistics that are calculated after fitting models for all quantiles specified by the QUANTILE= option in the MODEL statement. At least one specification of the form keyword=name is required.

All variables in the original data set are included in the new data set, along with the variables that are created. These new variables contain fitted values and estimated quantiles. If you want to create a permanent SAS data set, you must specify a two-level name (see the section SAS Files in SAS Language Reference: Concepts for more information about permanent SAS data sets).

The following specifications can appear in the OUTPUT statement:


specifies the new data set. By default, the procedure uses the DATAn convention to name the new data set. See the section OUT= Output Data Set in the OUTPUT Statement for more information.


specifies the statistics to include in the output data set and gives names to the new variables. Specify a keyword for each desired statistic (see the following list of keywords), an equal sign, and the variable to contain the statistic.

You can specify the following keywords, which represent the indicated statistics:


specifies a variable to contain the predicted response.


specifies a variable to contain the residuals, $y_ i - x_ i’\hat\beta (\tau )$.


specifies variables for sample weights from the bootstrap samples. For the ith sample, a column that contains the weights that are used for that sample is added. The name of this column is formed by appending an index i to the name that you specify. If you do not specify a name, then the default prefix is sw.


specifies a variable to contain the estimates of the standard errors of the estimated response.