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Proc quantreg output likelihood ratio

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New User
Posts: 1

Proc quantreg output likelihood ratio

Dear All,

 

I am running a quantile regression and I would love to have in the output SAS the tests I am performing.

I am using this code:

 

proc quantreg data=datain.Input ci=none outest=Dataout.Output ;
by segment;
model Y= Variable1 Variable2
/ quantile=0.90
covB CorrB;
test Variable1 Variable2/ wald lr ;
run;

 

In this way, in the table I see only the coefficients of the regression.

If I use this other code below, I can  see only the tests.

 

ods output Tests=Dataout.Output

proc quantreg data=datain.Input ci=none  ;
by segment;
model Y= Variable1 Variable2
/ quantile=0.90
covB CorrB;
test Variable1 Variable2/ wald lr ;
run;

 

How can I have in the same table the likelihood ratio and the coefficients of the regression?

 

Thank you so much. I really appreciate your help.

SAS Super FREQ
Posts: 3,310

Re: Proc quantreg output likelihood ratio

In general, your request is handled in SAS by creating two data tables and then merging the results. So use

 

ods output Tests=OutTests;

proc quantreg data=datain.Input ci=none outest=OutCoeff ;
by segment;

...

run;


data Dataout.Output;
merge OutCoeff OutTests;
by segment;
run;

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