SAS code example for Quantile Regression by Sheryl Magzamen
http://www.cvmbs.colostate.edu/DirectorySearch/Search/MemberProfile/CVMBS/34735
This goes with SRCD poster, 2015, Moore, C.F. et al. 
Also: Magzamen, Amato, et al., 2015,  Environmental Research, 117, 108-119.

/*wald test - basically shows same info as on graph*/
/*just lets you know if the parameter is different than the null*/
ods graphics on;

/*try the QR model*/
/*reading*/
proc quantreg data=two order=formatted;
model WKCE_Reading_Score = exposed child_sex black excelhealth lths ell DPIpov/
QUANTILE = 0.05 to 0.95 by 0.05 plot=quantplot;
test_exposed: test exposed /QINTERACT;
test_child_sex: test child_sex/QINTERACT;
test_black: test black/QINTERACT;
test_excelhealth: test excelhealth/QINTERACT;
test_lths: test lths/QINTERACT;
test_ell: test ell/QINTERACT;
test_DPI_pov: test DPIpov/QINTERACT;
run;

ods graphics off;

/*try the QR model comparing the 0.10 and the 0.50 quantiles*/
/*reading*/
ods graphics on;
proc quantreg data=two order=formatted;
model rdg_kce_scale_score = exposed child_sex black excelhealth lths ell DPIpov/
QUANTILE = 0.10 0.50;
test_exposed: test exposed /QINTERACT;
test_child_sex: test child_sex/QINTERACT;
test_black: test black/QINTERACT;
test_excelhealth: test excelhealth/QINTERACT;
test_lths: test lths/QINTERACT;
test_ell: test ell/QINTERACT;
test_DPI_pov: test DPIpov/QINTERACT;
run;

ods graphics off;


/*try the QR model comparing the 0.50 and the 0.90 quantiles*/
/*reading*/
ods graphics on;
proc quantreg data=two order=formatted;
model rdg_kce_scale_score = exposed child_sex black excelhealth lths ell DPIpov/
QUANTILE = 0.50 0.90;
test_exposed: test exposed /QINTERACT;
test_child_sex: test child_sex/QINTERACT;
test_black: test black/QINTERACT;
test_excelhealth: test excelhealth/QINTERACT;
test_lths: test lths/QINTERACT;
test_ell: test ell/QINTERACT;
test_DPI_pov: test DPIpov/QINTERACT;
run;

ods graphics off;


/*try the QR model comparing the 0.10 and the 0.90 quantiles*/
/*reading*/
ods graphics on;
proc quantreg data=two order=formatted;
model rdg_kce_scale_score = exposed child_sex black excelhealth lths ell DPIpov/
QUANTILE = 0.10 0.90;
test_exposed: test exposed /QINTERACT;
test_child_sex: test child_sex/QINTERACT;
test_black: test black/QINTERACT;
test_excelhealth: test excelhealth/QINTERACT;
test_lths: test lths/QINTERACT;
test_ell: test ell/QINTERACT;
test_DPI_pov: test DPIpov/QINTERACT;
run;

ods graphics off;


ods graphics on;
/*try the QR model with interaction terms*/
/*reading - black*exp*/
proc quantreg data=two order=formatted;
model rdg_kce_scale_score = exposed child_sex black excelhealth lths ell DPIpov blackintx/
QUANTILE = 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 0.55 0.60 0.65 0.70 0.75 
0.80 0.85 0.90 0.95 plot=quantplot;
test_blackintx: test blackintx/QINTERACT;
run;

ods graphics off;



ods graphics on;

/*try with other intx terms*/
/*reading - sex*exp*/
proc quantreg data=two order=formatted;
model rdg_kce_scale_score = exposed child_sex black excelhealth lths DPIpov sexexp/
QUANTILE = 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 0.55 0.60 0.65 0.70 0.75 
0.80 0.85 0.90 0.95 plot=quantplot;
test_sexexp: test sexexp/QINTERACT;
run;

ods graphics off;

ods graphics on;

/*try with other intx terms*/
/*reading - lths*exp*/
proc quantreg data=two order=formatted;
model WKCE_Reading_Score = exposed lths lthsexp child_sex black excelhealth DPIpov/
QUANTILE = 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 0.55 0.60 0.65 0.70 0.75 
0.80 0.85 0.90 0.95 plot=quantplot;
test_lthsexp: test lthsexp/QINTERACT;
run;

ods graphics off;

ods graphics on;

/*try with other intx terms*/
/*reading - FRPL*exp*/
proc quantreg data=two order=formatted;
model WKCE_Reading_Score = exposed DPIpov FRPLexp child_sex black excelhealth lths/
QUANTILE = 0.05 to 0.95 by 0.05 plot=quantplot;
test_FRPLexp: test FRPLexp/QINTERACT;
run;

ods graphics off;


ods graphics on;

/*try with other intx terms*/
/*reading - black*lths*/
proc quantreg data=two order=formatted;
model WKCE_Reading_Score = lths black blacklths exposed child_sex excelhealth DPIpov ell/
QUANTILE = 0.05 to 0.95 by 0.05 plot=quantplot;
test_blacklths: test blacklths/QINTERACT;
run;

ods graphics off;

ods graphics on;

/*try with other intx terms*/
/*reading - excelhealth*exposure*/
proc quantreg data=two order=formatted;
model WKCE_Reading_Score = exposed excelhealth excelexp lths black  child_sex  DPIpov ell /
QUANTILE = 0.05 to 0.95 by 0.05 plot=quantplot;
test_excelexp: test excelexp/QINTERACT;
run;

ods graphics off;