Displaying 1 result from an estimated 1 matches for "diff_per9010".
2011 Mar 14
0
Question re estimating SE for interquantile regression coefficients
...d 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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