The QTRSELECT Procedure

PROC QTRSELECT Statement

  • PROC QTRSELECT <options>;

The PROC QTRSELECT statement invokes the procedure. Table 1 summarizes the options in the PROC QTRSELECT statement by function.

Table 1: PROC QTRSELECT Statement Options

Option Description
Basic Options
DATA= Specifies the input data table
Other Options
ALPHA= Sets the significance level to be used for the construction of confidence intervals
COV=SPARSITY Specifies the sparsity-function method for estimating the covariance matrix of the parameter estimates
NOCLPRINT Limits or suppresses the display of class levels


You can specify the following options:

ALPHA=number

sets the significance level to be used for the construction of confidence intervals. The value must be between 0 and 1; the default value of 0.05 results in 95% intervals. This option affects the keywords LCLM, UCLM, and STDP in the OUTPUT statement and the CLB option in the MODEL statement.

COV=SPARSITY<(BF | HS)>

specifies the sparsity-function bandwidth method for estimating the covariance matrix of the parameter estimates. You can specify the following suboptions:

BF

uses the Bofinger bandwidth method.

HS

uses the Hall-Sheather bandwidth method.

By default, COV=SPARSITY(HS). For more information, see the section Details: QTRSELECT Procedure.

DATA=CAS-libref.data-table

names the input data table for PROC QTRSELECT to use. The default is the most recently created data table. CAS-libref.data-table is a two-level name, where

CAS-libref

refers to a collection of information that is defined in the LIBNAME statement and includes the caslib, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about CAS-libref, see the section Using CAS Sessions and CAS Engine Librefs.

data-table

specifies the name of the input data table.

NOCLPRINT<=number>

suppresses the display of the "Class Level Information" table if you do not specify number. If you specify number, the values of the classification variables are displayed for only those variables whose number of levels is less than number. Specifying number helps reduce the size of the "Class Level Information" table if some classification variables have a large number of levels.

Last updated: September 13, 2022