Hello, I?m with a problem in using nonlinear quantile regression, the
function nlrq.
I want to do a quantile regression o nonlinear function in the form
a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to use the
command:
funx <- function(x,a,b){
res <- a*log(x)-b
res
}
Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE)
But a can?t solve de problem, How I put the formula ?y ~ funx(x,a,b)??
_________________________________________________________________
MSN Busca: f?cil, r?pido, direto ao ponto. http://search.msn.com.br
This isn't a nonlinear QR problem. You can write: f <- rq(y ~ log(x), data=Dat, tau=0.25) which corresponds to the model Q_y (.25|x) = a log(x) + b note the sign convention on b. 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 Dec 2, 2006, at 1:47 PM, Ricardo Bessa wrote:> Hello, I?m with a problem in using nonlinear quantile regression, the > function nlrq. > I want to do a quantile regression o nonlinear function in the form > a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to > use the > command: > > funx <- function(x,a,b){ > res <- a*log(x)-b > res > } > > Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE) > > But a can?t solve de problem, How I put the formula ?y ~ funx(x,a,b)?? > > _________________________________________________________________ > MSN Busca: f?cil, r?pido, direto ao ponto. http://search.msn.com.br > > ______________________________________________ > 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.
You must specify starting conditions. PhG Ricardo Bessa wrote:> Hello, I?m with a problem in using nonlinear quantile regression, the > function nlrq. > I want to do a quantile regression o nonlinear function in the form > a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to use the > command: > > funx <- function(x,a,b){ > res <- a*log(x)-b > res > } > > Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE) > > But a can?t solve de problem, How I put the formula ?y ~ funx(x,a,b)?? > > _________________________________________________________________ > MSN Busca: f?cil, r?pido, direto ao ponto. http://search.msn.com.br > > ______________________________________________ > 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. >