The QUANTREG Procedure

ESTIMATE Statement

  • ESTIMATE <'label'> estimate-specification <(divisor=n)><, …<'label'> estimate-specification <(divisor=n)>></ options>;

The ESTIMATE statement provides a mechanism for obtaining custom hypothesis tests. Estimates are formed as linear estimable functions of the form $\bL \bbeta $. You can perform hypothesis tests for the estimable functions, construct confidence limits, and obtain specific nonlinear transformations.

Table 95.6 summarizes the options available in the ESTIMATE statement.

Table 95.6: ESTIMATE Statement Options

Option

Description

Construction and Computation of Estimable Functions

DIVISOR=

Specifies a list of values to divide the coefficients

NOFILL

Suppresses the automatic fill-in of coefficients for higher-order effects

SINGULAR=

Tunes the estimability checking difference

Degrees of Freedom and p-values

ADJUST=

Determines the method for multiple comparison adjustment of estimates

ALPHA= $\alpha $

Determines the confidence level ($1-\alpha $)

LOWER

Performs one-sided, lower-tailed inference

STEPDOWN

Adjusts multiplicity-corrected p-values further in a step-down fashion

TESTVALUE=

Specifies values under the null hypothesis for tests

UPPER

Performs one-sided, upper-tailed inference

Statistical Output

CL

Constructs confidence limits

CORR

Displays the correlation matrix of estimates

COV

Displays the covariance matrix of estimates

E

Prints the $\mb{L}$ matrix

JOINT

Produces a joint F or chi-square test for the estimable functions

PLOTS=

Requests ODS statistical graphics if the analysis is sampling-based

SEED=

Specifies the seed for computations that depend on random numbers

Generalized Linear Modeling

CATEGORY=

Specifies how to construct estimable functions with multinomial data

EXP

Exponentiates and displays estimates

ILINK

Computes and displays estimates and standard errors on the inverse linked scale


For details about the syntax of the ESTIMATE statement, see the section ESTIMATE Statement in Chapter 19: Shared Concepts and Topics.