Displaying 20 results from an estimated 1000 matches similar to: "Function rearrange (quantreg)"
2010 Oct 10
0
rearrange command in quantreg package
Dear all,
I want to use the "rearrange" command which is based on Chernozhukov et al
paper and is included in the quantreg package. So, I run a quantile
regression in which I included dummy variables for state and years in order
to estimate the respective fixed effects quantile regression. The problems
are the followings:
1. At example that is stated in the help****, I don't
2011 Jan 11
1
Problems producing quantreg-Tables
Hi Folks,
I've got a question regarding the 'quantreg' package maintained by Roger
Koenker:
I tried to produce LaTeX tables using the longtable and dcolumn options
as decribed in the manual, but the function latex() doesn't seem to
react on _any_ other options than 'digits' and 'transpose'.
To reproduce these results the following minimal example may be used:
2019 Aug 04
0
gfortran 9 quantreg bug
Roger,
I have run
gfortran -c -fsyntax-only -fimplicit-none -Wall -pedantic rqbr.f
in the src folder of quantreg.
There are many warnings about defined but not used labels.
Also two errors such as "Symbol ?in? at (1) has no IMPLICIT type".
And warnings such as: Warning: "Possible change of value in conversion from REAL(8) to INTEGER(4) at ..."
No offense intended but
2019 Aug 04
0
gfortran 9 quantreg bug
Roger,
On 4 August 2019 at 06:48, Koenker, Roger W wrote:
| I?d like to solicit some advice on a debugging problem I have in the quantreg package.
| Kurt and Brian have reported to me that on Debian machines with gfortran 9
|
| library(quantreg)
| f = summary(rq(foodexp ~ income, data = engel, tau = 1:4/5))
| plot(f)
|
| fails because summary() produces bogus estimates of the coefficient
2019 Aug 06
2
gfortran 9 quantreg bug
Dirk,
Thanks for the blog post on this, and the pointers in this email.
I have a question: it seems to me that you end up using a different
compiler for the package (quantreg) than was used to build R itself. As I
understand ABI changes, this is considered unsupported (ok, that depends on
what version of gcc/gfortran was used to build R, but there has been a lot
of ABI changes in GCC). Is that
2006 May 16
2
Engel curve
Hi,
has anybody an example of an Engel curve analysis in R
or does there exist a package to estimate and plot
Engel curves from expenditure / income data in R?
Thanks a million for your hints,
Werner
2019 Aug 04
6
gfortran 9 quantreg bug
I?d like to solicit some advice on a debugging problem I have in the quantreg package.
Kurt and Brian have reported to me that on Debian machines with gfortran 9
library(quantreg)
f = summary(rq(foodexp ~ income, data = engel, tau = 1:4/5))
plot(f)
fails because summary() produces bogus estimates of the coefficient bounds.
This example has been around in my R package from the earliest days of R,
2009 Jul 21
1
package quantreg behaviour in weights in function rq,
Dear all,
I am having v.4.36 of Quantreg package and I noticed strange behaviour when
weights were added. Could anyone please explain me what if the results are
really strange or the behavioiur is normal. As an example I am using dataset
Engel from the package and my own weights.
x<-engel[1:50,1]
y<-engel[1:50,2]
w<-c(0.00123, 0.00050, 0.00126, 0.00183, 0.00036, 0.00100,
0.00122,
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
2004 Nov 05
1
Error message from vignette strucchange-intro example
Hello,
I am just studying the following example from vignette:
strucchange-intro,
contineousely ending up in an error.
This is the given code:
1. library(strucchange)
2. data(USIncExp)
3. if (!"package:stats" %in% search()) library(ts)
4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
A.Modelling:
coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
2009 Jan 19
1
conditional weighted quintiles
Dear All,
I am economist and working on poverty / income inequality. I need descriptive
statitics like the ratio of education expentitures between different income
quintiles where each household has a different weight. After a bit of
google search I found 'Hmisc' and 'quantreg' libraries for weighted quantiles.
The problem is that these packages give me only weighted quintiles;
2005 Aug 16
1
Fwd: Documenting data sets with many variables
Hi,
since nobody answered to my first message, I try to explain my problem more
clearly and more general this time:
I have a data set in my R package "micEcon", which has many variables (82).
Therefore, I would like to avoid to describe all variables in the "\format"
section of the documentation (.Rd file). However, doing this lets "R CMD
check" complain about
2012 Jul 31
3
Help with NaN when 0 divided by 0
Hi All,
I have some data where I am doing fairly simple calculations, nothing more
than adding, subtracting, multiplying and dividing.
I’m running into a problem when I divide one variable by another and when
they’re both 0 I get NaN. I realize that if you divide a non-zero by 0 then
you get Inf, which is, of course, correct. But in my case I never get Inf,
just NaN because of the structure
2005 May 04
1
Double hurdle model in R
I am interested in utilizing this so called "double hurdle" model
in my study. We can write the model in the following way:
if (z'a + u > 0 & x'b + e > 0) y = x'b + e, else y = 0
In the model, consumption y is the (left-) censored dependent variable. e
and u are the normally distributed error terms. z'a is the participation
equation and x'b is the
2007 Oct 16
0
Help with repeated measures!
Hello all,
I'm an R novice, recently trying to implement R in my research. Using the
data frame below, I want to construct a repeated measures model, with energy
expenditure (kjday) as dependent of treatment (code)
using mass as a covariate.
ind mass kjday code
79 15.8 45.216 3
42 16.5 44.64 3
10 14.85 45.216 3
206 15.75 45.216 3
23 12.15 42.336 3
5 14.6 51.264 3
....
79 16.9
2004 Jul 19
3
why won't rq draw lines?
I've been trying to draw quantile linear regression lines across a scatterplot of my data using
attach(forrq)
plot(PREGNANT,DAY8,xlab="pregnant EPDS",ylab="postnatal EPDS",cex=.5)
taus <- c(.05,.1,.25,.75,.9,.95)
xx <- seq(min(PREGNANT),max(PREGNANT),100)
for(tau in taus){
f <- coef(rq(DAY8~PREGNANT,tau=tau))
yy <-
2017 Jun 27
0
Remove stale DRS replication partner
Hi James,
thanks a lot. However, in the Windows Sites & Services application the
connection in question does not show up at all. It is only visible in
the samba-tool output and only for the objects DomainDnsZones and
ForestDnsZones...
Best regards
Johannes
Am 27.06.2017 um 17:16 schrieb Johannes Engel:
>
> Hi James,
>
> thanks a lot. However, in the Windows Sites &
2008 Nov 04
2
use abline() for regression model in the plot
http://www.nabble.com/file/p20332968/spe.dat spe.dat
Hi,
i have a problem in sorting out some command in R and i am really hoping
some expert can help me out please!
i have the spe.dat file which i upload here, and when u read into R u got
something like this:
A5 <- read.table('spe.dat' ,header=TRUE)
A5
EXPEND ECAB MET GROW YOUNG OLD WEST STATE
1 256 85.5 19.7 6.9 29.6
2008 Nov 10
1
plotting graph in different device
Hi,
i try to plot my graph into different device using x11(),
but when i do this comes up:
> x11(print(plot(A5e$ECAB,A5e$EXPEND,type='p',main='Per capita expenditure
> against economic
+ ability index without
outliners',xlab='ECAB',ylab='EXPEND',xlim=c(0,150),ylim=c(150,400),
+ col='red',col.axis='blue')))
NULL
Warning message:
2001 Apr 11
1
Q:Truncated Regression Model
Hi,
Problem:
I have the ususal linear regression model
y=Xb
but I cant observe y (expenditure for a particular good) for some y <c
where c is fixed for all observations.
But I can observe the corresponding covariates x (incom).
I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x) for a
censored regression model (thanks again for this tip).
Is there a way to estimate