The QUANTLIFE Procedure

The WEIGHT statement specifies a weight variable in the input data set.

To request weighted quantile regression, place the weights in a variable and specify the name in the WEIGHT statement. The values of the WEIGHT variable can be nonintegral and are not truncated. Observations that have nonpositive or missing values for the weight variable do not contribute to the fit of the model. For more information about weighted quantile regression, see the section Details: QUANTREG Procedure in Chapter 95: The QUANTREG Procedure.