The OUTBOOTEST= data set contains parameter estimates for the specified model from resampled data sets. A set of observations is created for each quantile level and for each resampled data set.
If the QUANTLIFE procedure does not produce valid solutions, the parameter estimates are set to missing in the OUTBOOTEST= data set.
If created, this data set contains all variables that are specified in the MODEL statement. Each observation contains parameter estimates for a specified quantile level.
The following variables are also included in the data set:
any specified BY variables
_STATUS_
, a character variable of length 12 that contains the status of the model fit: either NORMAL, NOUNIQUE, or NOVALID
Intercept
, a numeric variable that contains the intercept parameter estimates
_TAU_
, a numeric variable that contains the specified quantile levels
For continuous explanatory variables, the names of the parameters are the same as they are for the corresponding variables. For CLASS variables, the parameter names are obtained by concatenating the corresponding CLASS variable name with the CLASS category. For interaction and nested effects, the parameter names are created by concatenating the names of each component effect.
The OUT= data set that is specified in the OUTPUT statement contains all the variables in the input data set, along with statistics you request by specifying keyword=name options. The additional variables are calculated for each observation in the input data set.