similar to: Quantile Regression Object

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,

Hi, I load my data set and separate it as folowing: 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]; Now, I want to use it using the wls and quantreg packages. How I change the data classes for mle and rq objects? Thanks a lot,

Dear User, I got the following error running a regression quantile: > rq1<-rq(dep ~ ., model=TRUE, data=exo, tau=0.5 ); > summary(rq1) Erro em rq.fit.fnb(x, y, tau = tau + h) : Error info = 75 in stepy: singular design Any hint about the problem? Thanks a lot, ________________________________________ Ricardo Gon?alves Silva, M. Sc. Apoio aos Processos de Modelagem Matem?tica

Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

People, For some years I have been using rsync quite happily to send / retrieve files to / from SSHDroid Pro but recently I have started having a problem when transferring large numbers of file - I am pretty sure it started after upgrading from Fedora x86_64 28 to 29 - but I am not 100% sure. Below is the tail end of the output of: rsync -avvv root at 192.168.1.100:/storage . >

Dear R Users, Did someone implemented the R1 (Pseudo R-2) and likelihood ratio statistics for quantile regressions, which are some of the inference procedures for quantile regression found in Koenker and Machado (1999)? I tried the Ox version, but my dataset is too large (> 50.000) and the algorith breaks. ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos

Hello I am using sem to look at the direct effect of one variable on another but i am uncertain if i am progressing correctly. An example: covar1<-? matrix(c(0.4,-0.2,3,-0.2 , 0.3,-2 , 3 ,-2 , 60), nrow=3,byrow=T) rownames(covar1)<-colnames(covar1)<-c("endo","exo","med") path1<-matrix(c(? ? "exo -> endo",? "g1", NA,

Hi. Recently, in addition to Gnome I installed xfce. Now, if firefox already started, and I open URLs in wine, I get this message box: ****************** Failed to execute default Web Browser. No child processes. ****************** With trial and error I found that the package exo is causing this. http://www.xfce.org/projects/exo Please someone try to reproduce: install exo and run: $ wine start

Hi, I am brand new to R and not familiar with the language, though I have been reading the manuals and making some slow going progress. I am working with some source code from a Global Vector Auto -Regressive program written by Ranier Puhr from the R-forge group. I need help interpreting the processes of the following code. I am going to post in parts since it's pretty long: GVAR

Dear All, I've been trying to run a Weighted Least Squares (WLS) regression: Dependent variables: a 60*200 matrix (*Rit*) with 200 companies and 60 dates for each company Independent variables: a 60*4 matrix (*Ft*) with 4 factors and 60 dates for each factor Weights: a 60*200 matrix (*Wit*) with weights for 200 companies and 60 dates for each company The WLS regression I would like to run

How does one specify the weights for WLS in the systemfit command ? That is, there is a weight option in lm(), but there doesn't seem to be weight option for systemfit("WLS") Thanks!

Hi, The OpenSSH_3.7.1p2, Solaris 8 case: non-interactive authentication method (publickey) works for root only ---------------------------------------------------------------------------- --------- We installed OpenSSH_3.7.1p2, SSH protocols 1.5/2.0, OpenSSL 0.9.7c We need to copy a file by SFTP from App server to a DB server with passwordless method. [cbfe-dev-app01 (client), user cbfesit]

R 1.6.2 for Windows, Win2k: I have fitted a weighted least squares model using the code "wls.out <- gls(y ~ x1 + x2 + x3 + x4 + x5 + x6 - 1, data = foo.frame, weights = varConstPower(form = ~ fitted(.), fixed = list(power = 0.5), const = 1))" The data has 62 rows and the response is zero when the covariates are zero. The purpose of the model was to account for the the fact that

Hi, I am fitting a weighted least square regression and trying to compute SSE,SST and SSReg but I am not getting SST = SSReg + SSE and I dont know what I am coding wrong. Can you help please? xnam <-colnames(X) # colnames Design Matrix fmla1 <- as.formula(paste("Y ~",paste(xnam, collapse=

Hi All, I am running quantile regression in a "for loop" starting with 1 variable and adding a variable at a time reaching a maximum of 20 variables. I get the following warning messages after my "for" loop runs. Should I be concerned about these messages? I am building predictive models and am not interested in inference. Warning messages: 1: In

I might be sorry for asking this question :-) I have two equations and I tried to estimate them individually with "lm" and "gls", and then in a system (using systemfit) with "OLS", "WLS" and "SUR". Quite surprisingly (for myself at least) the results are identical to the last digit. Could someone (please!) give a hint as to what am I

I would like to obtain Confidence Intervals for the estimates (unstandardized beta weights) of each predictor in a WLS regression: m1 = lm(x~ x1+x2+x3, weights=W, data=D) SPSS offers that output by default, and I am not able to find a way to do this in R. I read through predict.lm, but I do not find a way to get the CIs for multiple independent variables. Thank you Torvon [[alternative HTML

Mike, Do something like: require(rms) dd <- datadist(mydatarame); options(datadist='dd') f <- Rq(y ~ rcs(age,4)*sex, tau=.5) # use rq function in quantreg summary(f) # inter-quartile-range differences in medians of y (b/c tau=.5) plot(Predict(f, age, sex)) # show age effect on median as a continuous variable For more help type ?summary.rms and ?Predict Frank ------------

I'd like to mention that there is a new quantile regression package "nprq" on CRAN for additive nonparametric quantile regression estimation. Models are structured similarly to the gss package of Gu and the mgcv package of Wood. Formulae like y ~ qss(z1) + qss(z2) + X are interpreted as a partially linear model in the covariates of X, with nonparametric components defined as

Dear all, I am searching for a way to compute a test comparable to Chuang et al. ("Causality in Quantiles and Dynamic Stock Return-Volume Relations"). The aim of this test is to check wheter the coefficient of a quantile regression granger-causes Y in a quantile range. I have nearly computed everything but I am searching for an estimator of the density of the distribution at several