The QUANTREG Procedure
EFFECT Statement
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EFFECT name=effect-type (variables </ options>);
The EFFECT statement enables you to construct special collections of columns for design matrices. These collections are referred to as constructed effects to distinguish them from the usual model effects that are formed from continuous or classification variables, as discussed in the section GLM Parameterization of Classification Variables and Effects in Chapter 19: Shared Concepts and Topics.
You can specify the following effect-types:
- COLLECTION
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specifies a collection effect that defines one or more variables as a single effect with multiple degrees of freedom. The variables in a collection are considered as a unit for estimation and inference.
- LAG
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specifies a classification effect in which the level that is used for a particular period corresponds to the level in the preceding period.
- MULTIMEMBER | MM
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specifies a multimember classification effect whose levels are determined by one or more variables that appear in a CLASS statement.
- POLYNOMIAL | POLY
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specifies a multivariate polynomial effect in the specified numeric variables.
- SPLINE
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specifies a regression spline effect whose columns are univariate spline expansions of one or more variables. A spline expansion replaces the original variable with an expanded or larger set of new variables.
Table 95.5 summarizes the options available in the EFFECT statement.
Table 95.5: EFFECT Statement Options
|
Option |
Description |
|---|---|
|
Collection Effects Options |
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|
Displays the constituents of the collection effect |
|
|
Lag Effects Options |
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|
Names a variable that controls to which lag design an observation is assigned |
|
|
Displays the lag design of the lag effect |
|
|
Specifies the number of periods in the lag |
|
|
Names the variable that defines the period. This option is required. |
|
|
Names the variable or variables that define the group within which each period is defined. This option is required. |
|
|
Multimember Effects Options |
|
|
Specifies that observations with all missing levels for the multimember variables should have zero values in the corresponding design matrix columns |
|
|
Specifies the weight variable for the contributions of each of the classification effects |
|
|
Polynomial Effects Options |
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|
Specifies the degree of the polynomial |
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Specifies the maximum degree of any variable in a term of the polynomial |
|
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Specifies centering and scaling suboptions for the variables that define the polynomial |
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|
Spline Effects Options |
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Specifies the type of basis (B-spline basis or truncated power function basis) for the spline effect |
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Specifies the degree of the spline effect |
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Specifies how to construct the knots for the spline effect |
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For more information about the syntax of these effect-types and how columns of constructed effects are computed, see the section EFFECT Statement in Chapter 19: Shared Concepts and Topics.