Need help with proc iml

[JOLSAS]

Hi, everyone.

I need to do a median regression and I believe I should use the procedure iml, which I know nothing about. Below is a sample code I had found online at http://www.ats.ucla.edu/stat/sas/webbooks/reg/chapter4/sasreg4.htm and I need your help in understanding what they are. My comments are in blue color.

proc iml ; /*Least absolute values*/
  use elemapi2;                                I think elemapi2 is the dataset
  read all;
  a = cons || acs_k3 || acs_46 || full || enroll;                 so a is the independent variables set. cons is the constant, acs_k3, .... and enroll are all independent variables.
  b=api00;                                                                   api00 is the dependent variable
  opt= { . 3 0 1 };                                                          opt seems to mean output, but I have no idea what { . 3 0 1 } is. HELP!
  call lav(rc,xr,a,b,,opt); /*print out the estimates*/                what is rc and xr? Does opt mean to print out the estimates?
 
  opt= { . 0 . 1 };                                                                opt again. { . 0 . 1 } seems to mean something different from { . 3 0 1 } . What is it?

call lav(rc,xr,a,b,,opt); /*no print out but to create the xr*/

pred = a*t(xr);                                                        Calculate the predicted variable

  resid = b - pred;                                                        calculate the residual

  create _temp_ var { api00 cons acs_k3 acs_46 full enroll pred resid};                  create a dataset _temp_ to contain all variables, the predicted, and the residual

  append;                                                          This seems to have something to do with the dataset just created

quit;

After this is run, the result is something like this.

L1 Solution with ASE

Est 17.1505029 1.2690656888 7.2240793844 5.3238408715 -0.124573396                           So the Est. here is the coefficients?

ASE 123.531545 6.3559394265 2.2262729207 0.602359504 0.0391932684                           And these are the standard errors?

I know these are really dumb questions. But I'm learning from zero. Thanks ahead for your help!

[JOLSAS]

When I run my median regression, the SAS first shows me :

LS Solution

Est

-96561.87302

-0.246300175

-2.602601178

97923.982407

181960.48881

-4.306466041

LS Solution

Est

458949.097

-95.96810113

98394.076103

2.6046454768

61681.495377

-1.738022118

After a bunch of LAV (L1) Estimation, which looks like a matrix, it gives me:

L1 Solution with ASE

	Est	8766.7195889	-2.788729523	0.5995400876	-213853.6231	-15320.23666	2.87805056
	ASE	5226.9687913	0.4589723826	0.4946914915	43854.291056	11406.063615	0.6643844441

L1 Solution with ASE

	Est	40554.202816	-6.862368128	27982.148817	2.6542477447	-5710.519722	0.76728223
	ASE	45907.755422	4.981493735	7780.6349503	0.3645178223	7090.9258689	0.2950026359

The LS solution and L1 solution estimates are different. Which are the coefficients I want to use?

And, since I have coefficients and standard errors, I can calculate the t value. But if I want to know the p value, is this the same with OLS regression? I mean, how can I know the F value?

[JOLSAS · Accepted solution]

No one answered so far, so I did a google search and found this: SAS/IML(R) 9.2 User's Guide, and it answered most of my questions above, in case anyone sees this and has similar questions.

[SteveDenham]

While coding it all through IML is possible, this looks exactly like what PROC QUANTREG should give you.  Take a look at the documentation here:

http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#qreg_toc.htm

Steve Denham