The QUANTLIFE Procedure

TEST Statement

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

In quantile regression analysis, you might be interested in testing whether a covariate effect is statistically significant for a given quantile. You can use the TEST statement to obtain a test for the canonical linear hypothesis about the parameters of the tested effects,

\[ \beta _{j} = 0, \ \ j=i_1,\ldots ,i_ q \]

where q is the total number of parameters of the tested effects. The tested effects can be any set of effects in the MODEL statement.

You can include multiple TEST statements, provided that they appear after the MODEL statement. The optional label, which must be a valid SAS name, identifies output from the corresponding TEST statement. For more information about these tests, see the section Testing Effects of Covariates.