### 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