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The QUANTREG Procedure

INEST= Data Set

The INEST= data set specifies initial estimates for all the parameters in the model. The INEST= data set must contain the intercept variable (named Intercept) and all independent variables in the MODEL statement.

If BY processing is used, the INEST= data set should also include the BY variables, and there must be at least one observation for each BY group. If there is more than one observation in one BY group, the first one read is used for that BY group.

If the INEST= data set also contains the _TYPE_ variable, only observations with the _TYPE_ value ’PARMS’ are used as starting values.

You can specify starting values for the interior point algorithm or the smoothing algorithm in the INEST= data set. The INEST= data set has the same structure as the OUTEST= data set but is not required to have all the variables or observations that appear in the OUTEST= data set. One simple use of the INEST= option is passing the previous OUTEST= data set directly to the next model as an INEST= data set, assuming that the two models have the same parameterization. If you specify more than one quantile in the MODEL statement, the same initial values are used for all quantiles.

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