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: */
/****************************************************************/
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;