Displaying 20 results from an estimated 10000 matches similar to: ""tau + h > 1: error in summary.rq""
2011 Dec 05
1
extract cov matrix in summary.rq and use as a matrix.
Dear all,
I need to extract the covariance matrix of my quantile regression estimation to use in a test. My regression is:
qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE)
I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to use it in the test, it does not work. I only need to transform qf2_1[3] in a matrix 3x3. I have already tried:
2011 Nov 19
1
wald test: compare quantile regression estimators from different samples
Dear all,
I am trying to compare the estimated coefficients of a quantile regression model between two different samples. It is a Wald test, but I cannot find one way to do that in R.The samples are collected conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable
2011 Sep 27
1
Is there a "latex" summary function in the quantreg package for just 1 tau?
Hello dear R help members,
I wish to get a nice LaTeX table for a rq object.
Trying to use the functions I found so far wouldn't work. I can
start opening the functions up, but I am wondering if I had missed some
function which is the one I should be using.
Here is an example session for a bunch of possible errors:
(Thanks)
data(stackloss)
y <- stack.loss
x <- stack.x
rq_object
2012 May 28
2
R quantreg anova: How to change summary se-type
He folks=)
I want to check whether a coefficient has an impact on a quantile regression
(by applying the sup-wald test for a given quantile range [0.05,0.95].
Therefore I am doing the following calculations:
a=0;
for (i in 5:95/100){
fitrestricted=rq(Y~X1+X2,tau=i)
tifunrestrited=rq(Y~X1+X2+X3,tau=i)
a[i]=anova(fitrestricted,fitunrestricted)$table$Tn) #gives the Test-Value
}
supW=max(a)
As anova
2012 Sep 26
2
Retrieve regression summary results after rq
Hi all,
I am using quantile regression with svy design. I want to retrieve
summary regression statistics (std error, p-value), since I don't have
any in my output:
Commands:
clus1_d<- svydesign(id=~cd002_co, weights=~wtper, strata=~str, data=data)
bclus1<-as.svrepdesign(clus1_d,type="bootstrap",replicates=100)
fit1<-
2011 Oct 16
1
nlrq {quantreg}
Dear all,
I sent an email on Friday asking about nlrq {quantreg}, but I haven't received any answer.
I need to estimate the quantile regression estimators of a model as: y = exp(b0+x'b1+u). The model is nonlinear in parameters, although I can linearise it by using log.When I write:
fitnl <- nlrq(y ~ exp(x), tau=0.5)
I have the following error: Error in match.call(func, call = cll) :
2012 Nov 16
0
rq summary plot: specify ylim for each coefficient
Hi all,
I am running 4 series of quantile regressions with tau=10:90/100, each
series corresponding to a different year.
I would like to restrict ylim for each coefficient to be the same across
years in order to help comparing coeff across years. Therefore, I need to
specify ylim for each coef.
I have tried:
2012 Jul 28
4
quantreg Wald-Test
Dear all,
I know that my question is somewhat special but I tried several times to
solve the problems on my own but I am unfortunately not able to compute the
following test statistic using the quantreg package. Well, here we go, I
appreciate every little comment or help as I really do not know how to tell
R what I want it to do^^
My situation is as follows: I have a data set containing a
2010 Oct 07
3
quantile regression
Dear all,
I am a new user in r and I am facing some problems with the quantile regression specification. I have two matrix (mresultb and mresultx) with nrow=1000 and ncol=nsim, where I specify (let's say) nsim=10. Hence, the columns in my matrix represents each simulation of a determined variable. I need to regress each column of mresultb on mresultx. My codes are the following:
2010 Oct 13
1
(no subject)
Dear all,
I have just sent an email with my problem, but I think no one can see the red part, beacuse it is black. So, i am writing again the codes:
rm(list=ls()) #remove almost everything in the memory
set.seed(180185)
nsim <- 10
mresultx <- matrix(-99, nrow=1000, ncol=nsim)
mresultb <- matrix(-99, nrow=1000, ncol=nsim)
N <- 200
I <- 5
taus <- c(0.480:0.520)
h <-
2009 Jun 30
2
odd behaviour in quantreg::rq
Hi,
I am trying to use quantile regression to perform weighted-comparisons of the
median across groups. This works most of the time, however I am seeing some
odd output in summary(rq()):
Call: rq(formula = sand ~ method, tau = 0.5, data = x, weights =
area_fraction)
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 45.44262 3.64706 12.46007
2017 Jun 19
0
quantreg::rq.fit.hogg crashing at random
Dear all,
I am using the "rq.fit.hogg" function from the "quantreg" package. I have
two problems with it.
First (less importantly), it gives an error at its default values with
error message "Error in if (n2 != length(r)) stop("R and r of incompatible
dimension") : argument is of length zero". I solve this by commenting four
lines in the code. I.e. I
2009 Jul 24
1
Making rq and bootcov play nice
I have a quick question, and I apologize in advance if, in asking, I
expose my woeful ignorance of R and its packages. I am trying to use
the bootcov function to estimate the standard errors for some
regression quantiles using a cluster bootstrap. However, it seems that
bootcov passes arguments that rq.fit doesn't like, preventing the
command from executing. Here is an example:
2003 Oct 10
1
predicted values from rq
Dear statistics and R experts,
I am a new R-user and my statistics is probably more than a bit rusty. So
forgive me if the following question is relatively simple.
I would like to plot the predicted values from a quantile regression
analysis (quantreg v.3.31; R v.1.7.1) so that I can evaluate the fit. My
response variable is tree growth (continuous), and my predictor variables
are height
2009 Jul 24
1
Fwd: Making rq and bootcov play nice
John,
You can make a local version of bootcov which either:
deletes these arguments from the call to fitter, or
modify the switch statement to include rq.fit,
the latter would need to also modify rq() to return a fitFunction
component, so the first option is simpler. One of these days I'll
incorporate clustered se's into summary.rq, but meanwhile
this seems to be a good alternative.
2006 Jul 23
1
Warning Messages using rq -quantile regressions
I am a new to using quantile regressions in R. I have estimated a set of
coefficients using the method="br" algorithm with the rq command at various
quantiles along the entire distribution.
My data set contains approximately 2,500 observations and I have 7 predictor
variables. I receive the following warning message:
Solution may be nonunique in: rq.fit.br(x, y, tau = tau, ...)
2018 Apr 07
0
Fast tau-estimator line does not appear on the plot
You need to pay attention to the documentation more closely. If you don't
know what something means, that is usually a signal that you need to study
more... in this case about the difference between an input variable and a
design (model) matrix. This is a concept from the standard linear algebra
formulation for regression equations. (Note that I have never used RobPer,
nor do I regularly
2009 Jul 21
1
package quantreg behaviour in weights in function rq,
Dear all,
I am having v.4.36 of Quantreg package and I noticed strange behaviour when
weights were added. Could anyone please explain me what if the results are
really strange or the behavioiur is normal. As an example I am using dataset
Engel from the package and my own weights.
x<-engel[1:50,1]
y<-engel[1:50,2]
w<-c(0.00123, 0.00050, 0.00126, 0.00183, 0.00036, 0.00100,
0.00122,
2004 Jul 19
3
why won't rq draw lines?
I've been trying to draw quantile linear regression lines across a scatterplot of my data using
attach(forrq)
plot(PREGNANT,DAY8,xlab="pregnant EPDS",ylab="postnatal EPDS",cex=.5)
taus <- c(.05,.1,.25,.75,.9,.95)
xx <- seq(min(PREGNANT),max(PREGNANT),100)
for(tau in taus){
f <- coef(rq(DAY8~PREGNANT,tau=tau))
yy <-
2013 Apr 16
4
Singular design matrix in rq
Quantreggers:
I'm trying to run rq() on a dataset I posted at:
https://docs.google.com/file/d/0B8Kij67bij_ASUpfcmJ4LTFEUUk/edit?usp=sharing
(it's a 1500kb csv file named "singular.csv") and am getting the following
error:
mydata <- read.csv("singular.csv")
fit_spl <- rq(raw_data[,1] ~ bs(raw_data[,i],df=15),tau=1)
> Error in rq.fit.br(x, y, tau = tau, ...) :