search for: qreg

...experiment that requires to do a linear regression of a matrix of vectors of dependent variables on a fixed set of covariates (one regression per vector). I am wondering if anyone has any idea of how to speed up the computations in R. The code follows: #regression function #Linear regression code qreg <- function(y,x) { X=cbind(1,x) m<-lm.fit(y=y,x=X) p<-m$rank r <- m$residuals n <- length(r) rss <- sum(r^2) resvar <- rss/(n - p) Qr <- m$qr p1 <- 1:p R <- chol2inv(Qr$qr[p1, p1, drop = FALSE]) se <- sqrt(diag(R) * resvar) b <- m$co...

Dear All, What is the preferred way to get Bayesian analysis results (such as those from MCMCpacki, MCMCglmm, and DPpackage) into LaTeX table automatically? I have been using the "apsrtable" package and similar functions in "memisc" package, but neither seems to handle MCMC output directly. Many thanks. Shige

...ates against rainfall in a small mammal population. The data looks like this: | |* * <- point in question |* |* * |* * |* * * |* * * * * * |_______________________________________ Based on a paper by Scharf et al. in Ecology (vol 79, p448) I am trying to use the qreg package in R to estimate the upper quartile in the data. My problem is that I have relatively few data points (~40) which are mostly distributed at the low end of the x axis, and an outlier in the y direction at the high end of the x axis. I would like to find a way either by iteratively weightin...

Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R How to estimate the panel data quantile regression if the regression contains no constant term? I tried to change the code of