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
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