If you were to rtfm you'd see that your anova suggests that the slope
coefficients
are the same for your tau = .15 and tau = .30 models.
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Urbana, IL 61801
On Dec 5, 2011, at 1:18 AM, narendarreddy kalam wrote:
> quantreg package is used.
> *fit1 results are*
> Call:
> rq(formula = op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 +
> inp8 + inp9, tau = 0.15, data = wbc)
>
> Coefficients:
> (Intercept) inp1 inp2 inp3 inp4
> inp5
> -0.191528450 0.005276347 0.021414032 0.016034803 0.007510343
> 0.005276347
> inp6 inp7 inp8 inp9
> 0.058708544 0.005224906 0.006804871 -0.003931540
>
> Degrees of freedom: 673 total; 663 residual
> *fit2 results are*
> Call:
> rq(formula = op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 +
> inp8 + inp9, tau = 0.3, data = wbc)
>
> Coefficients:
> (Intercept) inp1 inp2 inp3 inp4
> -1.111111e-01 5.776765e-19 4.635734e-18 1.874715e-18 2.099872e-18
> inp5 inp6 inp7 inp8 inp9
> -4.942052e-19 1.111111e-01 2.205289e-18 4.138435e-18 9.300642e-19
>
> Degrees of freedom: 673 total; 663 residual
>
> anova(fit1,fit2);
> Quantile Regression Analysis of Deviance Table
>
> Model: op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 + inp8 + inp9
> Joint Test of Equality of Slopes: tau in { 0.15 0.3 }
>
> Df Resid Df F value Pr(>F)
> 1 9 1337 0.5256 0.8568
> Warning messages:
> 1: In summary.rq(x, se = "nid", covariance = TRUE) : 93
non-positive fis
> 2: In summary.rq(x, se = "nid", covariance = TRUE) : 138
non-positive fis
> how to interpret the above results??
>
> what is the use of anova function??
> will it give the best among fit1 && fit2..
>
>
> --
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http://r.789695.n4.nabble.com/about-interpretation-of-anova-results-tp4159510p4159510.html
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>
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