[R] Quantile Regression and R

From: Sheldrick, Peter (Specialty Casualty UW Support) <Peter.Sheldrick_at_thehartford.com>
Date: Fri, 08 Apr 2011 09:53:25 -0400


Sir or Madam:

I am new to R and the use of quantile regeression. In addition, I am a finance person not a true statistcian. Basic regression form is Y = (Coefficient * Variable) + Error Term

I have results from a quantile regression where I used the Barro and Roberts method with bootstrapping for standard errors.

I am now taking another set of data and applying the quantile regression equation to determine accuracy. I am doing this in Excel so I can share with my business customer. I think I need to add the error term to my prediction but I cannot seem to find it in the summary output of the quantile regression nor does my Google search reveal how it is calculated if there is one.

Any help would be appreciated. Thanks.

Regards,
Peter D. Sheldrick
Hartford Financial Services Group



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