The QUANTREG Procedure
The OUTEST= data set contains parameter estimates for the specified model with all quantiles. A set of observations is created for each quantile specified. You can also specify a label in the MODEL statement to distinguish between the estimates for different models that are used by the QUANTREG procedure.
If the QUANTREG procedure does not produce valid solutions, the parameter estimates are set to missing in the OUTEST data set.
If this data set is created, it contains all the variables that are specified in the MODEL statement and the BY statement. Each observation consists of parameter values for a specified quantile, and the dependent variable has the value –1.
The following variables are also added to the data set:
_MODEL_-
a character variable of length 8 that contains the label of the MODEL statement, if present. Otherwise, the variable’s value is blank.
_ALGORITHM_-
a character variable of length 8 that contains the name of the algorithm that is used for computing the parameter estimates, either SIMPLEX, INTERIOR, or SMOOTH.
_TYPE_-
a character variable of length 8 that contains the type of the observation. This variable is fixed as PARMS to indicate that the observation includes parameter estimates.
_STATUS_-
a character variable of length 12 that contains the status of model fitting (either NORMAL, NOUNIQUE, or NOVALID).
Intercept-
a numeric variable that contains the intercept parameter estimates.
_QUANTILE_-
a numeric variable that contains the specified quantile levels.
Any specified BY variables are also added to the OUTEST= data set.