QUANTILE REGRESSION
QUANTILE REGRESSION 在 自訂表格及進階統計量中可用。
指令會呼叫「分位數迴歸」程序。 需要單一數值應變數。 BY 及 WITH 分別後接因素及共變數的選用清單。 請注意,需要截距項或至少一個預測值才能執行分析。
QUANTILE REGRESSION dependent_varname [BY factor_list] [WITH covariate_list]
[ /MISSING
[ CLASSMISSING = {EXCLUDE**} {INCLUDE}]]
[ /CRITERIA
[ QUANTILE = {0.5**} {[values] [value1 TO value2 BY value3]} ] @@
[ IID = {TRUE**} {FALSE} ]
[ BANDWIDTH = {BOFINGER**} {HALL_SHEATHER} ]
[ CILEVEL = {95**} {value} ]
[ METHOD = {AUTO**} {SIMPLEX} {INTERIOR_POINT} ]
[ TOL = {1E-12**} {value} ] ##
[ CONV = {1E-6**} {value}] $$
[ MAXITER = {2000**} {integer} ] ]
[ /MODEL
[ effect_1 effect_2 ... ]
[ REGWGT = weight_varname ] %%
[ INTERCEPT = {TRUE**} {FALSE} ] ] ^^
[ /SAVE
[ PRED([ {varname} {rootname}) ] ]
[ RESID( {varname} {rootname}) ]
[ CIPREDL({varname} {rootname}) ]
[ CIPREDU({varname} {rootname}) ] ]
[ /PREDICT_EFFECTS
[ NUM_TOP_EFFECTS = {3**} {integer}] ]
[ /PREDICTION_TABLES ]
[ effect_1 effect_2 ... ] &&
[ /PREDICTION_LINES ]
[ effect_1 effect_2 ... ] ⊕
[ /PRINT
[ PARAMETER** ]
[ COVB ]
[ CORB ] ]
[ /PLOT
[ MAX_CATEGORIES = {10**} {integer} ] ⊖
[ PREDICTED_BY_OBSERVED = {FALSE**} {TRUE} ]
[ PARAM_EST = {50**} {integer} {ALL} ] ]
[ /OUTFILE
[ COVB = 'savfile' | 'dataset' ]
[ CORB = 'savfile' | 'dataset' ]
[ FILE_SEPARATE = {FALSE**} {TRUE} ]
[ {MODEL = 'filename'} {PARAMETER = 'filename'} ] ]
[ /EXTERNAL ]
**如果省略了次指令或關鍵字,則為預設值。
@ @ 使用唯一值 ∈ [0, 1]
## 針對矩陣操作
$$ 對於數值方法
%% 必須是數值變數
^ ^ 截距或至少一個解釋變數
&& A subset of the effects contained in the model
模型中包含的效果子集
為混合效果繪製的種類數上限
發行歷程
26.0 版
- 已建立指令
26.0 版 Fix Pack 1
- 分位數 (TO 和 BY) 網格的 QUANTILE 關鍵字支援