Proc quantreg output likelihood ratio

Alberto90 — Thu, 22 Dec 2016 10:28:29 GMT

Dear All,

I am running a quantile regression and I would love to have in the output SAS the tests I am performing.

I am using this code:

proc quantreg data=datain.Input ci=none outest=Dataout.Output ;
by segment;
model Y= Variable1 Variable2
/ quantile=0.90
covB CorrB;
test Variable1 Variable2/ wald lr ;
run;

In this way, in the table I see only the coefficients of the regression.

If I use this other code below, I can see only the tests.

ods output Tests=Dataout.Output

proc quantreg data=datain.Input ci=none ;
by segment;
model Y= Variable1 Variable2
/ quantile=0.90
covB CorrB;
test Variable1 Variable2/ wald lr ;
run;

How can I have in the same table the likelihood ratio and the coefficients of the regression?

Thank you so much. I really appreciate your help.

Re: Proc quantreg output likelihood ratio

Rick_SAS — Sun, 25 Dec 2016 12:16:34 GMT

In general, your request is handled in SAS by creating two data tables and then merging the results. So use

ods output Tests=OutTests;

proc quantreg data=datain.Input ci=none outest=OutCoeff ;
by segment;

...

run;

data Dataout.Output;
merge OutCoeff OutTests;
by segment;
run;

topic Proc quantreg output likelihood ratio in Statistical Procedures

Proc quantreg output likelihood ratio

Re: Proc quantreg output likelihood ratio