I use PROC QUANTREG and have an independent CLASS variable that has 5 levels. The Wald- or the LR-Test gives me an information about the global significance. But because there's no ESTIMATE-Statement in PROC QUANTREG how can e.g. be tested the significance of level 1 vs level 3 of the CLASS variable?
What version of SAS/STAT are you using? In SAS/STAT 12.3, QUANTREG supports an ESTIMATE statement.
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