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df05
2010 Oct 07
3
quantile regression
...1)
# make auction-specific covariate
x <- runif(N, 0, 1)
mx <- matrix(rep(x,5), nrow=1000, ncol=1)
b0 <- matrix(rep(c(1),1000), nrow=1000, ncol=1)
#function for private cost
c <- b0+b0*mx+mu
#bidding strategy
b <- mx+((I+1)/I)+((I-1)/I)*mu
mresultb[,i] <- b
mresultx[,i] <- mx
qf05 <- rq(formula = mresultb[,i] ~ mresultx[,i], tau=0.5)
M <- coef(qf05)
}
But I just can see the quantile regression coefficients for 1 simulation, not for each i.
Maybe this is a stupid question, but i am not so familiar with this software yet.
Thanks in advance!
Julia...