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July 19, 2005
sas proc quantreg for quantile regression
Some PROC QUANTREG features are:
* Implements the simplex, interior point, and smoothing algorithms for
estimation
* Provides three methods to compute confidence intervals for the
regression quantile parameter: sparsity, rank, and resampling.
* Provides two methods to compute the covariance and correlation
matrices of the estimated parameters: an asymptotic method and a
bootstrap method
* Provides two tests for the regression parameter estimates: the Wald
test and a likelihood ratio test
* Uses robust multivariate location and scale estimates for leverage
point detection
* Multithreaded for parallel computing when multiple processors are
available
Posted by omor at July 19, 2005 04:22 PM