Re: [R] quantile regression problem

From: roger koenker <>
Date: Sun 11 Dec 2005 - 04:55:02 EST

Since almost all (95%) of the observations are concentrated at x=0 and x=1,
any fitting you do is strongly influenced by what would be obtained by simply fitting quantiles at these two points and interpolating, and extrapolating according to your favored model. I did the following:

formula <- log(y) ~ x

z <- 1:30/10
for(tau in 10:19/20){

         f <- rq(formula,tau = tau)
         lines(z,exp(cbind(1,z) %*% f$coef))

url:                Roger Koenker
email                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820

On Dec 10, 2005, at 11:30 AM, wrote:

> Dear List members,
> I would like to ask for advise on quantile regression in R.
> I am trying to perform an analysis of a relationship between
> species abundance and its habitat requirements -
> the habitat requirements are, however, codes - 0,1,2,3... where
> 0<1<2<3 and the scale is linear - so I would be happy to treat them
> as continuos
> The analysis of the data somehow does not work, I am trying to
> perform linear quantile regression using rq function and I cannot
> figure out whether there is a way to analyse the data using
> quantile regression ( I would really like to do this since the
> shape is an envelope) or whether it is not possible.

> I tested that if I replace the categories with continuous data of
> the same range it works perfectly. In the form I have them ( and I
> cannot change it) I am getting
> errors - mainly about non-positive fis.
> Could somebody please let me know whether there was a way to
> analyse the data?
> The data are enclosed and the question is
> Is there a relationship between abundance and absdeviation?
> I am interested in the upperlimit so I wanted to analyze the upper 5%.
> Thanks a lot for your help
> All the best
> Zuzana Munzbergova
> <GSS1a.txt>
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> guide.html mailing list PLEASE do read the posting guide! Received on Sun Dec 11 05:03:05 2005

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