> data(engel)
> attach(engel)
> rq(y~x)
Call:
rq(formula = y ~ x)
Coefficients:
(Intercept) x
81.4822474 0.5601806
Degrees of freedom: 235 total; 233 residual
> rq(y~x)->f
> f$tau
[1] 0.5
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 Champaign, IL 61820
On Oct 25, 2006, at 4:39 AM, jacinthe at gmx.de wrote:
> Hi,
>
> how is it possible to retrieve the corresponding tau value for each
> observed data pair (x(t) y(t), t=1,...,n) when doing a quantile
> regression like
>
> rq.fit <- rq(y~x,tau=-1).
>
> Thank you for your help.
>
> Jaci
> --
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.