Mark R Payne

2018-Feb-23 11:47 UTC

### [R] Quantile regression with some parameters fixed across tau..

Hi, I would like to fit the following model with quantile regression: y ~ alpha + beta where both alpha and beta are factors. The conceptual model I have in my head is that alpha is a constant set of values, that should be independent of the quantile, tau and that all of the variability arises due to beta. If I just fit the model using the quantreg package like so: mdl <- rq( y ~ alpha +beta, data, tau=c(0.25,0.5,0.75)) ..the values of alpha that I get vary according to the tau. Is there anyway to force alpha to be the same across all taus? Best wishes, Mark [[alternative HTML version deleted]]