Displaying 2 results from an estimated 2 matches for "ludsteck".
2003 Nov 20
3
nls, nlrq, and box-cox transformation
...n model. I know that my do-it-yourself
strategy is not necessary, since the package box-cox is
available. Unfortunately, I want the use the box-cox
transformation in a quantile regression, i.e. I have to replace
nls by nlrq in the call above.
Any suggestions?
Thanks and best regards,
Johannes Ludsteck
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Johannes Ludsteck
Institut fuer Volkswirtschaftslehre
Lehrstuhl Prof. Dr. Moeller
Universitaet Regensburg
Universitaetsstrasse 31
93053 Regensburg
Tel +49...
2003 Nov 20
0
Re: nlrq problem
...g by the geometric mean of the response. I hope that this
helps.
Roger
url: www.econ.uiuc.edu/~roger/my.html Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Thu, 20 Nov 2003, Johannes Ludsteck wrote:
> Dear Mr. Koenker,
> sorry for bothering you. I have a probably trivial problem with
> your nlrq procedure.
>
> I would like to estimate the simple box-cox tranformed model
>
> nlrq(I(y^t-1)/t) ~ I(a+b*x), data=df, start = c(t=1,a=0,b=0))
>
> R returns with the...