Dear all, I want to use the "rearrange" command which is based on Chernozhukov et al paper and is included in the quantreg package. So, I run a quantile regression in which I included dummy variables for state and years in order to estimate the respective fixed effects quantile regression. The problems are the followings: 1. At example that is stated in the help****, I don't understand what the income=quantile(income, 0.3) stands for, in the newdata argument of predict. Why use a specific quantile since we estimate the response's quantile prediction as a function of the quantile index? (If I understand correctly). So, if I use the following code the predict command seems to work fine dyear<-dummy(ekc$year)[,-1] dstate<-dummy(ekc$state)[,-1] dekc<-cbind(ekc, dyear, dstate) z.nox<-rq(nox~dyear+dstate+pcinc+I(pcinc^2)+I(pcinc^3), tau=-1, data=dekc) zp.nox <- predict(z.nox,newdata=list(pcinc=ekc$pcinc, dyear=dummy(ekc$year)[,-1], dstate=dummy(ekc$state)[,-1]), type="stepfun") but when I am going to do the plot plot(zp.nox,do.points = FALSE, xlab = expression(tau), ylab = expression(Q ( tau )), main="Quantile Something") the following error appears Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' is a list, but does not have components 'x' and 'y' On the other hand when I using zp.nox <- predict(z.nox,newdata=list(pcinc=quantile(ekc$pcinc, 0.3), dyear=dummy(ekc$year)[,-1], dstate=dummy(ekc$state)[,-1]), type="stepfun") the following error appears: Error in model.frame.default(Terms, newdata, na.action = na.action, xlev object$xlevels) : variable lengths differ (found for 'pcinc') and again it is not working if I put quantile in the dummies Perhaps I am doing a stupid mistake since I haven't understood why we use this 0.3 quantile in income **** data(engel) z <- rq(foodexp ~ income, tau = -1,data =engel) zp <- predict(z,newdata=list(income=quantile(engel$income,.03)),type="stepfun") plot(zp,do.points = FALSE, xlab = expression(tau), ylab = expression(Q ( tau )), main="Engel Food Expenditure Quantiles") plot(rearrange(zp),do.points = FALSE, add=TRUE,col.h="red",col.v="red") legend(.6,300,c("Before Rearrangement","After Rearrangement"),lty=1,col=c("black","red")) 2. My initial target was to re-estimate the fitted curves (nox=b1_hat*pcinc+b2_hat*pcinc^2+b3_hat*pcinc^3) without the quantile crossing. Obviously the rearrange command does not do this. Does anybody know how can I re-estimate (if possible) the quantile regressions without the curves crossing for different quantiles? Thanks a lot -- View this message in context: http://r.789695.n4.nabble.com/rearrange-command-in-quantreg-package-tp2970611p2970611.html Sent from the R help mailing list archive at Nabble.com.