Could anybody kindly offer some advice regarding the following issue I'm having with the Quantreg procedure? Basically, the estimated response (using the PREDICTED keyword in the OUTPUT statement) is giving me one set of estimates.  But manually calculating the estimated response using the regression parameters given by the same Quantreg procedure gives a different set of estimates.  I would have expected the two to be exactly the same.  They are close, but still significantly different. Is there a reason they should be different?  Long story below... I have a large collection of birthweight data and am trying to establish centile growth curves for these data using Quantreg (i.e., estimate the weight of the infant at different gestational ages).  I am fitting the centile curves to a 4th order polynomial with gestational age (gacorr) being the independent variable, and birthweight (bweight) the dependent variable. Here is a sample of the raw data: Obs bweight bsex labouronset gacorr 1 160 M spontaneous 17.3593 2 230 M spontaneous 18.3720 3 340 M spontaneous 19.2857 4 270 M spontaneous 19.2857 5 360 M spontaneous 19.5714 Here is the quantreg procedure that I'm using to create a 10 th percentile growth curve: proc quantreg data = AllMaleSP       algorithm = interior (kappa = 0.9) ci = resampling plots (maxpoints = none);       where gacorr >=26 and gacorr <=42;       model bweight = gacorr gacorr*gacorr gacorr*gacorr*gacorr gacorr*gacorr*gacorr*gacorr             / quantile =  0.1;;       output out=AllMaleSPPred predicted = pred;       run; Here are the regression parameters estimated by quantreg for the 0.1 centile: Intercept                                        -67485.3 gacorr                                             8458.845 gacorr*gcorr                                   -397.300 gacorr*gacorr*gacorr                         8.3216 gacorr*gacorr*gacorr*gacorr               -0.0644 And here is a sample of the output of quantreg, including the estimated response (pred😞 Obs bweight bsex labouronset gacorr pred QUANTILE 1 987 M spontaneous 26 723.147 0.1 2 746 M spontaneous 26 723.147 0.1 3 995 M spontaneous 26 723.147 0.1 4 840 M spontaneous 26 723.147 0.1 5 760 M spontaneous 26 723.147 0.1 So the PREDICTED output of the quantreg procedure estimates a 10 th centile birthweight of 723g at 26 weeks. But if I use the actual parameter estimates, and plug 26 weeks into the regression formula -67485.3 + 8458.845*gacorr -397.300*gacorr^2 +8.3216*gacorr^3 -0.0644*gacorr^4, I get 701g.  I’ve checked for other gestations, as well as other subsets of the data and other centiles, and get similar discrepancies. I’m reluctant to use the regression formula without knowing the reason it gives a different estimate to the PREDICTED output. Any ideas?  I would be greatly appreciate any guidance.  Thank you. ... View more