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...hat in R.The samples are collected conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable should be the same, therefore I cannot use different samples. Consider as an example the following: Model 1:Q_y(tau|X,I=2) = X'beta(tau|I=2) Model2;Q_y(tau|X,I=3) = X'beta(tau|I=3) The first sample consider I=2 and the second I=3. I would like to test whether, at the quantile "tau", beta(tau|I=2) = beta(tau|I=3). I have already tried to design a Wald test lik...

...ive non-integer values for the other 5%. What model would be appropriate? I'm thinking of fitting a GLM with a Poisson ~. Now, becuase it takes non-integer values, using the glm function with Poisson family issues warning messages. Warning messages: 1: In dpois(y, mu, log = TRUE) : non-integer x = 0.430783 2: In dpois(y, mu, log = TRUE) : non-integer x = 0.162519 3: In dpois(y, mu, log = TRUE) : non-integer x = 0.162519 4: In dpois(y, mu, log = TRUE) : non-integer x = 0.162519 5: In dpois(y, mu, log = TRUE) : non-integer x = 0.371564 I'll appreciate your thoughts. Thanks! Axel. [[...

I have a question regarding calculating marginal effects (change in the probability due to a one unit change in x) for a probit or for that matter any discrete choice model. Does R have a function that will essentially do this: dE[y|x] ------- = f(x'beta)*beta dx Stata has a command called "mfx" that calculates the marginal effects at the mean (of the x values). Is there a...