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maxitpenalty
2009 Jul 24
1
Making rq and bootcov play nice
I have a quick question, and I apologize in advance if, in asking, I
expose my woeful ignorance of R and its packages. I am trying to use
the bootcov function to estimate the standard errors for some
regression quantiles using a cluster bootstrap. However, it seems that
bootcov passes arguments that rq.fit doesn't like, preventing the
command from executing. Here is an example:
2009 Jul 24
1
Fwd: Making rq and bootcov play nice
John,
You can make a local version of bootcov which either:
deletes these arguments from the call to fitter, or
modify the switch statement to include rq.fit,
the latter would need to also modify rq() to return a fitFunction
component, so the first option is simpler. One of these days I'll
incorporate clustered se's into summary.rq, but meanwhile
this seems to be a good alternative.