[R] Quantile Regression

[roger koenker]

 > data(engel)
 > attach(engel)
 > rq(y~x)
Call:
rq(formula = y ~ x)

Coefficients:
(Intercept)           x
81.4822474   0.5601806

Degrees of freedom: 235 total; 233 residual
 > rq(y~x)->f
 > f$tau
[1] 0.5

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 Oct 25, 2006, at 4:39 AM, jacinthe at gmx.de wrote:

> 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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