[R] Quantile Regression

jacinthe at gmx.de jacinthe at gmx.de
Wed Oct 25 11:39:52 CEST 2006


Hi,

how is it possible to retrieve the corresponding tau value for each observed data pair (x(t) y(t), t=1,...,n) when doing a quantile regression like

rq.fit <- rq(y~x,tau=-1).

Thank you for your help.

Jaci
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