S Liu
2011-Mar-14 23:27 UTC
[R] Question re estimating SE for interquantile regression coefficients
Hi, I am a student new to R. I would like to estimate the standard error for the difference in interquantile regression coefficients after but do not know how to do so. For each quantile I estimated the regression coefficent, bootstrapped for the SE and saved the coefficient and then take the difference between the two, e.g. per90<-rq(y~x, tau = c(0.9),data = data, weights= mec), per90<-summary(per90, se = "boot", R=1000, bsmethod=”mcmb”), per90_coeff=coeff(per90))[['x]], diff_per9010=per90_coeff-per10_coeff). I don't know how to create and save an entire vector of the bootstrapped quantile regression coefficient. Any help would be greatly, greatly appreciated! Sincerely, Sam [[alternative HTML version deleted]]