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mahershams
‎06-11-2017
  • 3 Posts
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Re: How to calculate Akaike Information Criterion (AIC) in Proc quantr...

by Calcite | Level 5 in Statistical Procedures
‎06-11-2017 11:35 PM
‎06-11-2017 11:35 PM
Hi Cynthia Thanks for your reply. I search every where in SAS procedures but I could not find anything yet. But I found a paper which reports this model statistics for QUANTREG. I know that it can be done but I do not know how to generate them in this model. So is there any other SAS group where I can get some hints on how to get/calculate it from the outputs generated by SAS. Cheers Shams ##- Please type your reply above this line. Simple formatting, no attachments. -## ... View more

Re: How to calculate Akaike Information Criterion (AIC) in Proc quantr...

by Calcite | Level 5 in Statistical Procedures
‎06-11-2017 01:12 PM
‎06-11-2017 01:12 PM
Hi Cynthia   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.   Cheers Shams ... View more

How to calculate Akaike Information Criterion (AIC) in Proc quantreg ?

by Calcite | Level 5 in Statistical Procedures
‎06-11-2017 10:23 AM
‎06-11-2017 10:23 AM
Dear concern   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 y2000-y2014 Consumergoods ConsumerServices basicmaterials financials utilities telecommunications technology healthcare industrials oilgas/quantile=0.25 .50 .75; where year>=2000 and year<=2014; quit; ... View more
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