The QUANTREG Procedure

Syntax: QUANTREG Procedure

The following statements are available in the QUANTREG procedure:

PROC QUANTREG <options>;
BY variables;
CLASS variables </ option>;
EFFECT name = effect-type (variables </ options> );
ESTIMATE <'label'> estimate-specification </ options>;
ID variables;
MODEL response = <effects> </ options>;
OUTPUT <OUT= SAS-data-set> <options>;
PERFORMANCE <options>;
TEST effects </ options>;
WEIGHT variable;

The PROC QUANTREG statement invokes the QUANTREG procedure. The CLASS statement specifies which explanatory variables are treated as categorical. The ID statement names variables to identify observations in the outlier diagnostics tables. The MODEL statement is required and specifies the variables used in the regression. Main effects and interaction terms can be specified in the MODEL statement, as in the GLM procedure (Chapter 46: The GLM Procedure.) The OUTPUT statement creates an output data set that contains predicted values, residuals, and estimated standard errors. The PERFORMANCE statement tunes the performance of PROC QUANTREG by using single or multiple processors available in the hardware. The TEST statement requests linear tests for the model parameters. The WEIGHT statement identifies a variable in the input data set whose values are used to weight the observations. Multiple OUTPUT and TEST statements are allowed in one invocation of PROC QUANTREG.

The EFFECT and ESTIMATE statements are also available in other procedures. Summary descriptions of functionality and syntax for these statements are provided in this chapter, and you can find full documentation about them in Chapter 19: Shared Concepts and Topics.