Hi Tom,
>> For example, if I want to use the "xy-pair bootstrap" how do
I indicate
>> this in summary.rq?
The general approach is documented under summary.rq (sub se option 5).
Shorter route is boot.rq, where examples are given.
## ?boot.rq
y <- rnorm(50)
x <- matrix(rnorm(100),50)
fit <- rq(y~x,tau = .4)
summary(fit,se = "boot", bsmethod= "xy")
Regards, Mark.
Tom La Bone wrote:>
> The help page and vignette for summary.rq(quantreg) mention that there are
> three different bootstrap methods available for the
se="bootstrap"
> argument, but I can't figure out how to select a particular method. For
> example, if I want to use the "xy-pair bootstrap" how do I
indicate this
> in summary.rq?
>
> Tom
>
--
View this message in context:
http://www.nabble.com/Selecting-Bootstrap-Method-for-Quantile-Regression-tp24737299p24744179.html
Sent from the R help mailing list archive at Nabble.com.