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Documentation Example 1 for PROC QUANTREG


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/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: qregex1                                             */
/*   TITLE: Documentation Example 1 for PROC QUANTREG           */
/* PRODUCT: STAT                                                */
/*  SYSTEM: ALL                                                 */
/*    KEYS: Quantile Regression                                 */
/*                                                              */
/*   PROCS: QUANTREG                                            */
/*    DATA:                                                     */
/*                                                              */
/* SUPPORT: Guixian Lin                                         */
/*     REF:                                                     */
/*    MISC:                                                     */
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data a (drop=i);
   do i=1 to 1000;
      x1=rannor(1234);
      x2=rannor(1234);
      e=rannor(1234);
      if i > 950 then y=100 + 10*e;
      else y=10 + 5*x1 + 3*x2 + 0.5 * e;
      output;
   end;
run;


proc quantreg data=a;
   model y = x1 x2;
run;

proc quantreg algorithm=interior(tolerance=1e-6)
              ci=none data=a;
   model y = x1 x2 / itprint nosummary;
run;

proc quantreg algorithm=smooth(rratio=.5) ci=none data=a;
   model y = x1 x2 / itprint nosummary;
run;