Displaying 20 results from an estimated 10000 matches similar to: "warning message when running quantile regression"
2006 Jul 08
1
KhmaladzeTest
Hello. I am a beginer in R and I can not implement the KhmaladzeTest in the following command. Please help me!!!!!!!!!!!
PD: I attach thw results and the messages of the R program
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2011 Dec 05
1
about interpretation of anova results...
quantreg package is used.
*fit1 results are*
Call:
rq(formula = op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 +
inp8 + inp9, tau = 0.15, data = wbc)
Coefficients:
(Intercept) inp1 inp2 inp3 inp4
inp5
-0.191528450 0.005276347 0.021414032 0.016034803 0.007510343
0.005276347
inp6 inp7 inp8 inp9
0.058708544
2012 May 28
2
R quantreg anova: How to change summary se-type
He folks=)
I want to check whether a coefficient has an impact on a quantile regression
(by applying the sup-wald test for a given quantile range [0.05,0.95].
Therefore I am doing the following calculations:
a=0;
for (i in 5:95/100){
fitrestricted=rq(Y~X1+X2,tau=i)
tifunrestrited=rq(Y~X1+X2+X3,tau=i)
a[i]=anova(fitrestricted,fitunrestricted)$table$Tn) #gives the Test-Value
}
supW=max(a)
As anova
2007 Nov 15
1
Quantile Regression Question
Hi,
Could you please explain what is non-positive fis error? I have been trying to use quantile regression (rq) procedure and I keep ending up with this error. I haven't been able to find an explanation for the same.
Best Regards,
Arti
Arti Mann
Ph.D. Student
Department of Information Systems
W.P. Carey School of Business
Arizona State University
Email : Arti.Mann at asu.edu
2009 Jun 30
2
odd behaviour in quantreg::rq
Hi,
I am trying to use quantile regression to perform weighted-comparisons of the
median across groups. This works most of the time, however I am seeing some
odd output in summary(rq()):
Call: rq(formula = sand ~ method, tau = 0.5, data = x, weights =
area_fraction)
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 45.44262 3.64706 12.46007
2008 Dec 03
2
reading version 9 SAS datasets in R
Hi,
I am trying to read a SAS version 9.1.3 SAS dataset into R (to preserve
the SAS labels), but am unable to do so (I have read in a CSV version).
I first created a transport file using the SAS code:
libname ces2 'D:\CES Analysis\Data';
filename transp 'D:\CES Analysis\Data\fadata.xpt';
/* create a transport file - R cannot read file created by proc cport */
proc
2011 Jul 11
3
quantile regression: out of memory error
Hello, I?m wondering if anyone can offer advice on the out-of-memory error I?m getting. I?m using R2.12.2 on Windows XP, Platform: i386-pc-mingw32/i386 (32-bit).
I am using the quantreg package, trying to perform a quantile regression on a dataframe that has 11,254 rows and 5 columns.
> object.size(subsetAudit.dat)
450832 bytes
> str(subsetAudit.dat)
'data.frame': 11253 obs.
2010 Jan 25
2
Quantile loess smother?
Hello all,
I wish to fit a loess smother to a plot of Y`X, but in predicting the 95%
quantile.
Something that will be a combination of what rq (package quantreg} does,
with loess.
Is there a function/method for doing this?
Thanks,
Tal
----------------Contact
Details:-------------------------------------------------------
Contact me: Tal.Galili@gmail.com | 972-52-7275845
Read me:
2009 Jul 30
1
Selecting Bootstrap Method for Quantile Regression
The help page and vignette for summary.rq(quantreg) mention that there are
three different bootstrap methods available for the se="bootstrap" argument,
but I can't figure out how to select a particular method. For example, if I
want to use the "xy-pair bootstrap" how do I indicate this in summary.rq?
Tom
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2011 Jan 11
1
Confidence interval on quantile regression predictions
I am using the quantreg package to build a quantile regression model and
wish to generate confidence intervals for the fitted values.
After fitting the model, I have tried running predict() and
predict.rq(), but in each case I obtain a vector of the fitted values
only.
For example:
library(quantreg)
y<-rnorm(50,10,2)
x<-seq(1,50,1)
2006 Jul 14
1
Error in Quantile Regression - Clear Message
Dear Users,
I loaded my dataset as following:
presu <- read.table("C:/_Ricardo/Paty/qtdata_f.txt", header=TRUE, sep="\t",
na.strings="NA", dec=".", strip.white=TRUE)
dep<-presu[,3];
exo<-presu[,4:92];
When I try:
rq(dep ~ exo, ...) or mle.stepwise(dep ~ exo, ...)
I got the same error:
> rq(dep ~ exo)
Error in model.frame(formula, rownames,
2010 Jan 07
1
Quantreg - 'could not find function"rq"'
Hi all,
I'm having some troubles with the Quantreg package. I am using R
version 2.10.0, and have downloaded the most recent version of Quantreg
(4.44) and SparseM (0.83 - required package). However, when I try to
run an analysis (e.g. fit1<-rq(y~x, tau=0.5)) I get an error message
saying that the function "rq" could not be found. I get the same
message when I try to search
2012 Jun 07
1
Quantile regression: Discrepencies Between optimizer and rq()
Hello Everyone,
I'm currently learning about quantile regressions. I've been using an
optimizer to compare with the rq() command for quantile regression.
When I run the code, the results show that my coefficients are consistent
with rq(), but the intercept term can vary by a lot.
I don't think my optimizer code is wrong and suspects it has something to do
with the starting
2005 Feb 22
1
Having problems with quantreg
Hi All,
I'm still having significantly difficulty getting the quantreg library
running in R. I'm running R on MEPIS using the debs created by Dirk
Eddelbuettel and placed in apt testing. When I try to install quantreg using
the install.packages() function it fails with: /usr/bin/ld: cannot find
-lblas-3
Dirk was nice enough to send me a .deb for quantreg which installs without
2006 Oct 27
1
Quantile Regression: Measuring Goodness of Fit
Hi,
how to measure the goodness of fit, when using the rq() function of quantreg? I need something like an R^2 for quantile regression, a single number which tells me if the fit of the whole quantile process (not only for a single quantile) is o.k. or not.
Is it possible to compare the (conditional) quantile process with the (unconditional) empirical distribution function? Perhaps with a Chi^2
2012 Jul 28
4
quantreg Wald-Test
Dear all,
I know that my question is somewhat special but I tried several times to
solve the problems on my own but I am unfortunately not able to compute the
following test statistic using the quantreg package. Well, here we go, I
appreciate every little comment or help as I really do not know how to tell
R what I want it to do^^
My situation is as follows: I have a data set containing a
2011 Aug 23
3
Change Variable Labels in Quantile Plot
I have spent hours on this ---looked through the quantreg manual and r-help site--- still couldn't figure out the answer. Can someone please help me on this?
I plot the result from quantile regression and want to change the variable labels:
temp<-rq(dep~inc+age50, data=newdata, tau=1:9/10)
temp2<-plot(summary(temp))
dimnames(temp2)[[1]]<-c("Intercept", "Per Capita
2011 Nov 05
2
linear against nonlinear alternatives - quantile regression
Dear all,
I would like to know whether any specification test for linear against nonlinear model hypothesis has been implemented in R using the quantreg package.
I could read papers concerning this issue, but they haven't been implemented at R. As far as I know, we only have two specification tests in this line: anova.rq and Khmaladze.test. The first one test equality and significance of
2011 Jul 21
2
Quantreg-rq crashing trouble
Hi
I am using the quantreg package for median regression for a large series
of subsets of data. It works fabulously for all but one subset. When it
reaches this subset, R takes the command and never responds. I end up
having to kill R and restart it.
It appears to be something with the particular data subset, but I can't
pinpoint the problem.
Here are some details
Operating system:
2005 Feb 19
3
Problems installing quantreg
Hi All,
I'm trying to install the quantreg library on my MEPIS box (debian-based
linux). When I try >install.packages("quantreg") it fails to loads and
errors with: /usr/bin/ld: cannot find -lblas-3. I tried installing a ton of
packages to fix the missing part but the only thing I manage to do it cause
problems with another shared library and had to re-install a couple of