Dear Joost,
Could you provide some sas codes to put sample in different quartiles and run quartile regressions? Thank you.
Best,
pwyw000
hi Pwyw000,
Use proc rank to add a variable for quartiles (groups = 4). Then, use that dataset in a proc reg with ‘by ...’ with ‘...’ being the newly created rank variable.
Hope this helps,
Joost
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