06-11-2017 10:23 AM
I have estimated the proc quantreg but the regression output does not provide me any model statistics. Can you please suggest me what code i need to add in my model to get the AIC model statistics? This is my SAS code:
proc quantreg data=final;
model mm5day = lnaltbid public stockonly relatedacq Targethightechdummy caltbidpub
correctRelSize AcqExperience Tenderoffer directorsrecomm Serialbidder5 schemeofarrangement
lnlagmcap LAGTDEBTTOTASSET LAGCashH LagTobinQ lagroa
Consumergoods ConsumerServices basicmaterials financials utilities telecommunications technology healthcare
industrials oilgas/quantile=0.25 .50 .75;
where year>=2000 and year<=2014;
06-11-2017 11:31 AM
06-11-2017 01:12 PM
Thanks for the information. I understand that you suggest me GLMSELECT to solve this problem. However, I have used quantreg model. How this works together?
Is it possible to indicate me what i need to modify in my model to get the AIC using quantreg?
Thanks in advance for your time.
06-11-2017 10:55 PM
06-11-2017 11:35 PM