> On Oct 7, 2015, at 3:46 PM, Preetam Pal <lordpreetam at gmail.com>
wrote:
>
> So, what does weighted quantile regression even aim to achieve? Invariably,
this plane would not split the data set into the requisite fractions?..
This officially ties this thread into a loop, since the OP wants to know why he
wanted to do what he originally
requested. If one ?knows? that the intercept is zero, then it is always good
to impose this, but like I said one
does this at one?s peril. An example from economics might help: suppose you
are estimating Engel curves
in an unwelfare state, so 0 income implies 0 expenditure, then all (quantile)
Engel curves pass through the origin and
one might want to impose this. On the other hand maybe not...
> From: Roger Koenker
> Sent: ?06-?10-?2015 07:09 PM
> To: Lorenz, David
> Cc: r-help at r-project.org
> Subject: Re: [R] Quantile Regression without intercept
>
>
> > On Oct 6, 2015, at 8:32 AM, Lorenz, David <lorenz at usgs.gov>
wrote:
> >
> > Thanks for the details, I suspected something like that.
> > I think that begs the question: what is the meaning of quantile
regression through the origin? If the tau=.5 line does not pass through 1/2 the
data how do I interpret the line?
>
> As an estimate of the conditional median (quantile) function when
constrained to pass through
> the origin? as with least squares fitting without an intercept, you do this
at your peril.
> >
> >
> > On Tue, Oct 6, 2015 at 8:03 AM, Roger Koenker <rkoenker at
illinois.edu> wrote:
> >
> > > On Oct 6, 2015, at 7:58 AM, Lorenz, David <lorenz at
usgs.gov> wrote:
> > >
> > > Did you verify that the correct percentages were above/below the
regression
> > > lines? I did a quick check and for example did not consistently
get 50% of
> > > the observed response values greater than the tau=.5 line. I did
when I
> > > included the nonzero intercept term.
> >
> > Your "correct percentages" are only correct when you have an
intercept in the model,
> > without an intercept there is no gradient condition to ensure that.
> > >
> > >
> > >
> > >> Date: Mon, 5 Oct 2015 21:14:04 +0530
> > >> From: Preetam Pal <lordpreetam at gmail.com>
> > >> To: stephen sefick <ssefick at gmail.com>
> > >> Cc: "r-help at r-project.org" <r-help at
r-project.org>
> > >> Subject: Re: [R] Quantile Regression without intercept
> > >> Message-ID: <56129a41.025f440a.b1cf4.fffff5ee at
mx.google.com>
> > >> Content-Type: text/plain; charset="UTF-8"
> > >>
> > >> Yes..it works. .... Thanks ??
> > >>
> > >> -----Original Message-----
> > >> From: "stephen sefick" <ssefick at gmail.com>
> > >> Sent: ?05-?10-?2015 09:01 PM
> > >> To: "Preetam Pal" <lordpreetam at gmail.com>
> > >> Cc: "r-help at r-project.org" <r-help at
r-project.org>
> > >> Subject: Re: [R] Quantile Regression without intercept
> > >>
> > >> I have never used this, but does the formula interface work
like lm? Y~X-1?
> > >>
> > >>
> > >> On Mon, Oct 5, 2015 at 10:27 AM, Preetam Pal <lordpreetam
at gmail.com>
> > >> wrote:
> > >>
> > >> Hi guys,
> > >>
> > >> Can you instruct me please how to run quantile regression
without the
> > >> intercept term? I only know about the rq function under
quantreg package,
> > >> but it automatically uses an intercept model. Icant change
that, it seems.
> > >>
> > >> I have numeric data on Y variable (Gdp) and 2 X variables
(Hpa and
> > >> Unemployment). Their sizes are 125 each.
> > >>
> > >> Appreciate your help with this.
> > >>
> > >> Regards,
> > >> Preetam
> > >> [[alternative HTML version deleted]]
> > >>
> > >> ______________________________________________
> > >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and
more, see
> > >> 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.
> > >>
> > >>
> > >>
> > >>
> > >>
> > >>
> > >> --
> > >>
> > >> Stephen Sefick
> > >> **************************************************
> > >> Auburn University
> > >> Biological Sciences
> > >> 331 Funchess Hall
> > >> Auburn, Alabama
> > >> 36849
> > >> **************************************************
> > >> sas0025 at auburn.edu
> > >> http://www.auburn.edu/~sas0025
> > >> **************************************************
> > >>
> > >> Let's not spend our time and resources thinking about
things that are so
> > >> little or so large that all they really do for us is puff us
up and make us
> > >> feel like gods. We are mammals, and have not exhausted the
annoying little
> > >> problems of being mammals.
> > >>
> > >> -K. Mullis
> > >>
> > >> "A big computer, a complex algorithm and a long time
does not equal
> > >> science."
> > >>
> > >> -Robert Gentleman
> > >> [[alternative HTML version deleted]]
> > >>
> > >>
> > >>
> > >>
> > >
> > > [[alternative HTML version deleted]]
> > >
> > > ______________________________________________
> > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more,
see
> > > 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.
> >
> >
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.