07-01-2015 03:37 PM
I am using quantile regression to do an assignment. But I encountered a problem.
Here is my sas program about the quantile regression part.
proc quantreg data=basic;
model lwage=exp exp2 public selfemploy yearprimary yearsecondary yearhigher ill/quantile=0.05 0.10 0.25 0.50 0.75 0.90 0.95;
test exp exp2 public selfemploy yearprimary yearsecondary yearhigher ill/wald lr;
My problem is about the output "Parameter Estimates"
it does not show the t values and p values as usual.
How can I fix this problem? I am using sas 9.3.
Thank you so much!!!!
07-02-2015 03:19 PM
At first I wondered if it is because your data are degenerate, in the sense that yearprimary is throwing df=0, meaning all obs have the same value. However, that is not the problem--you need to include a CI= option in the PROC QUANTREG statement. To get standard errors, t values and p values, you have to put CI=SPARSITY or CI=RESAMPLING on as options.