Knowledge and Data Management White Papers
An Introduction to Quantile Regression and the QUANTREG Procedure
Overview Ordinary least-squares regression models the relationship between one or more covariates X and the conditional mean of a response variable Y given X = x. In contrast, quantile regression models the relationship between X and the conditional quantiles of Y given X = x, so it is especially useful in applications where extremes are important, such as environmental studies where upper quantiles of pollution levels are critical from a public health perspective. This paper describes the new QUANTREG procedure in SAS 9.1, which computes estimates and related quantities for quantile regression by solving a modification of the least-squares criterion.
| Publisher | SAS Institute | File Format | |
|---|---|---|---|
| Date Published | March 2005 | ||
| Format | White Papers | ||
| Topics | |||
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