05-20-2014 03:29 PM
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?
05-20-2014 05:59 PM
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.
05-21-2014 08:31 AM
05-26-2014 12:45 PM
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;
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
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.
05-27-2014 12:47 PM
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.