Programming the statistical procedures from SAS

Stochastic Dominance Testing

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Learner
Posts: 1

Stochastic Dominance Testing

Hi,

I want to run stochastic dominance testing via quantile regression in SAS 9.2. There are 2 distribution of portfolio return, I want to know which portfolio dominance to another. Can you help me how to test it  in SAS?

PROC Star
Posts: 634

Re: Stochastic Dominance Testing

You should probably take a look at PROC QUANTREG.

 

Documentation:

 

https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect00...

 

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