# The HPQUANTSELECT Procedure

#### More Statistics for Parameter Estimates

Let denote the covariance function matrix of a random vector. Then, the sparsity-function estimates of is

where is the vector of the parameter estimates.

If you specify the CLB option in the MODEL statement, PROC HPQUANTSELECT outputs the standard error, confidence limits, t value, and Pr > probability for each in the parameter estimates table. Table 59.5 summarizes these statistics for .

Table 59.5: More Statistics for

Statistic

Definition

Standard error:

% confidence limits

t value

Pr > probability

p-value of the t value

Here is the element of , and denotes the -level student’s t score with 1 degree of freedom.