https://communities.sas.com/t5/Statistical-Procedures/Stochastic-Dominance-Testing/m-p/328669#M17335 <P>You should probably take a look at&nbsp;PROC QUANTREG.</P><P>&nbsp;</P><P>Documentation:</P><P>&nbsp;</P><P><A href="https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect008.htm" target="_blank">https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect008.htm</A></P><P>&nbsp;</P> Tue, 31 Jan 2017 09:23:51 GMT PeterClemmensen 2017-01-31T09:23:51Z https://communities.sas.com/t5/Statistical-Procedures/Stochastic-Dominance-Testing/m-p/328668#M17334 <P>Hi,</P><P>I want to run stochastic dominance testing via quantile regression in SAS 9.2. There are 2 distribution of portfolio return, I want to know which portfolio dominance to another. Can you help me how to test it&nbsp; in SAS?</P> Tue, 31 Jan 2017 09:20:04 GMT https://communities.sas.com/t5/Statistical-Procedures/Stochastic-Dominance-Testing/m-p/328668#M17334 agussaur 2017-01-31T09:20:04Z https://communities.sas.com/t5/Statistical-Procedures/Stochastic-Dominance-Testing/m-p/328669#M17335 <P>You should probably take a look at&nbsp;PROC QUANTREG.</P><P>&nbsp;</P><P>Documentation:</P><P>&nbsp;</P><P><A href="https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect008.htm" target="_blank">https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect008.htm</A></P><P>&nbsp;</P> Tue, 31 Jan 2017 09:23:51 GMT https://communities.sas.com/t5/Statistical-Procedures/Stochastic-Dominance-Testing/m-p/328669#M17335 PeterClemmensen 2017-01-31T09:23:51Z