Proc quantreg( quantile regression)

eureka123 — Wed, 01 Jul 2015 19:37:57 GMT

Hi guys.

I am using quantile regression to do an assignment. But I encountered a problem.

Here is my sas program about the quantile regression part.

proc quantreg data=basic;

model lwage=exp exp2 public selfemploy yearprimary yearsecondary yearhigher ill/quantile=0.05 0.10 0.25 0.50 0.75 0.90 0.95;

test exp exp2 public selfemploy yearprimary yearsecondary yearhigher ill/wald lr;

run;

My problem is about the output "Parameter Estimates"

it does not show the t values and p values as usual.

How can I fix this problem? I am using sas 9.3.

Thank you so much!!!!

Re: Proc quantreg( quantile regression)

SteveDenham — Thu, 02 Jul 2015 19:19:18 GMT

At first I wondered if it is because your data are degenerate, in the sense that yearprimary is throwing df=0, meaning all obs have the same value. However, that is not the problem--you need to include a CI= option in the PROC QUANTREG statement. To get standard errors, t values and p values, you have to put CI=SPARSITY or CI=RESAMPLING on as options.

Steve Denham

topic Re: Proc quantreg( quantile regression) in SAS Procedures

Proc quantreg( quantile regression)

Re: Proc quantreg( quantile regression)