topic Parameter restriction in quantreg in SAS Programming

Parameter restriction in quantreg

cath14 — Tue, 20 May 2014 19:29:36 GMT

I want to specify a number of parameter restrictions in my quantile regression, like homogeneity and symmetry. I have tried the srestrict but it doesn't work. Anyone got any tips?

Re: Parameter restriction in quantreg

ballardw — Tue, 20 May 2014 21:59:25 GMT

You might post the code you used for diagnosis. Several Procs restrict some options when others are specified and you may have run into one of those. We'd be completely guessing if that is the case.

Re: Parameter restriction in quantreg

SteveDenham — Wed, 21 May 2014 12:31:12 GMT

SRESTRICT is a statement in PROC SYSLIN, and it appears to require two model statements. Does your code meet this restriction? 's suggestion to post code would be really helpful.

Steve Denham

Re: Parameter restriction in quantreg

cath14 — Mon, 26 May 2014 16:45:38 GMT

First I do an AIDS-regression like this one:

proc syslin itsur data=Fish_aids;

model share_fish = price_fish_ind price_kod_ind lreal_exp;

srestrict Aids_rw_f.price_fish_ind + Aids_rw_f.price_kod_ind=0;

run;

My demand system consists only of two models, the other being model share_kod = price_kod_ind price_fish_ind lreal_exp;

I then want to do the AIDS-model for quantiles. My quantile regression is:

proc quantreg data=Fish_aids;

model share_fish = price_fish_ind_rel price_kod_ind_rel lreal_exp

/quantile= 0.10 0.25 0.5 0.75 0.9

plot=quantplot;

run;

However, I do not know how to impose the parameter restrictions which are necessary for the AIDS-model to hold; symmetry, adding-up and homogeneity on my quantile regression.

Re: Parameter restriction in quantreg

SteveDenham — Tue, 27 May 2014 16:47:52 GMT

I don't see a way to accomplish this in quantreg, and my digging into the documentation doesn't seem to point me in any direction that seems helpful.

Steve Denham