Re: [R] Quantile Regression

From: roger koenker <rkoenker_at_uiuc.edu>
Date: Wed 25 Oct 2006 - 12:21:26 GMT

 > data(engel)
 > attach(engel)
 > rq(y~x)

Call:
rq(formula = y ~ x)

Coefficients:
(Intercept) x
81.4822474 0.5601806

Degrees of freedom: 235 total; 233 residual  > rq(y~x)->f
 > f$tau
[1] 0.5

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker@uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Oct 25, 2006, at 4:39 AM, jacinthe@gmx.de wrote:

> Hi,
>
> how is it possible to retrieve the corresponding tau value for each
> observed data pair (x(t) y(t), t=1,...,n) when doing a quantile
> regression like
>
> rq.fit <- rq(y~x,tau=-1).
>
> Thank you for your help.
>
> Jaci
> --
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu Oct 26 05:41:23 2006

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