[R] Question re estimating SE for interquantile regression coefficients

From: S Liu <sl576_at_yahoo.com>
Date: Mon, 14 Mar 2011 16:27:56 -0700 (PDT)


Hi,
I am a student new to R.  I would like to estimate the standard error for the difference in interquantile regression coefficients after but do not know how to do so.  For each quantile I estimated the regression coefficent, bootstrapped for the SE and saved the coefficient and then take the difference between the two, e.g. per90<-rq(y~x, tau = c(0.9),data = data, weights= mec), per90<-summary(per90, se = "boot", R=1000, bsmethod=”mcmb”), per90_coeff=coeff(per90))[['x]], diff_per9010=per90_coeff-per10_coeff).  I don't know how to create and save an entire vector of the bootstrapped quantile regression coefficient.  Any help would be greatly, greatly appreciated!

Sincerely,
Sam 

      
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