in proc quantreg, what is the difference between the p-values in the quantile parameter estimate tables and the p-values from the "TEST" statement tables for a single variable?   my code is: proc quantreg data= have alpha=0.1 ci=resampling algorithm=interior(tolerance=5.e-4); class block sex race; model ln_iss = month age_v2 block sex race/ quantile= 0.1 0.3 0.5 0.7 0.9 ; test block / wald lr qinteract; test sex / wald lr qinteract; test age_v2 / wald lr qinteract; test race / wald lr qinteract; format block blockfmt. ; run;   each quantile  parameter estimate table gives a p-value for each co-variate. a second p-value for each variable is output from the "test" statement. are both testing the same thing?   from the documentation for sas 9.4: Three tests are available in the QUANTREG procedure for the linear null hypothesis that beta2=0 at the quantile tau.   what is the null hypothesis in the parameter estimate tables? are these different statistical test of the same null hypothesis?     ... View more