[R] Non-Linear Quantile Regression

From: Humberto Marotta <humbertomarotta_at_gmail.com>
Date: Tue, 1 Jan 2008 15:16:15 +0100


Please,

I have a problem with nonlinear quantile regression.

My data shows a large variability and the quantile regression seemed perfect to relate two given variables. I got to run the linear quantile regression analysis and to build the graph in the R (with quantreg package). However, the up part of my data dispersion seems a positive exponential curve, while the down part seems a negative exponential curve. The median part seems linear (maybe non-significant). I think that I needs to run a non-linear quantile regression for this dataset (including a tau = 0.1, 0.25, 0.5, 0.75 and 0.90 ).

The problem is: I read very much many manuals about Quantile regression and the operational use of R, but I did not get to put parametrs in R to run this non-linear analysis.

Might the function in R be the following? nlrq(formula, data=parent.frame(), start, tau=0.5, control, trace=FALSE,method="L-BFGS-B")

What's the formula I could put here for my data?? How I put my file in this function? Might it be as [scan(file=read.dat" ]?? But where?

At last, one confirmation: Can I run log X log analysis in nlrq??

Please, I need very much any response, as I don't know what make in this moment...

Thank you very much,
Humberto Marotta

phD Student from Federal University of Rio de Janeiro

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