Help using Base SAS procedures

Proc quantreg( quantile regression)

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Proc quantreg( quantile regression)

Hi guys.

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;

run;

My problem is about the output "Parameter Estimates"

Parameter Estimates.jpg

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!!!!


Parameter Estimates.jpg
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Posts: 2,655

Re: Proc quantreg( quantile regression)

Posted in reply to eureka123

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.

Steve Denham

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