search for: bsmethod

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2009 Jul 30
1
Selecting Bootstrap Method for Quantile Regression
The help page and vignette for summary.rq(quantreg) mention that there are three different bootstrap methods available for the se="bootstrap" argument, but I can't figure out how to select a particular method. For example, if I want to use the "xy-pair bootstrap" how do I indicate this in summary.rq? Tom -- View this message in context:
2011 Mar 14
0
Question re estimating SE for interquantile regression coefficients
...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 versi...