[R] nonlinear quantile regression

[roger koenker]

This isn't a nonlinear QR problem.  You can write:

	f <- rq(y ~ log(x),  data=Dat, tau=0.25)

which corresponds to the model

	Q_y (.25|x)  =  a log(x) + b

note the sign convention on b.

url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820


On Dec 2, 2006, at 1:47 PM, Ricardo Bessa wrote:

> Hello, I’m with a problem in using nonlinear quantile regression, the
> function nlrq.
> I want to do a quantile regression o nonlinear function in the form
> a*log(x)-b, the coefficients “a” and “b” is my objective. I try to  
> use the
> command:
>
> funx <- function(x,a,b){
> res <- a*log(x)-b
> res
> }
>
> Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE)
>
> But a can’t solve de problem, How I put the formula “y ~ funx(x,a,b)”?
>
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