[R] quantile regression estimation results

roger koenker roger at ysidro.econ.uiuc.edu
Thu Jul 10 13:20:43 CEST 2008


The canonical answer is:  It is R, so everything is possible.
Sounds like you need to read what is produced by

	?summary.rq

carefully.


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 Jul 10, 2008, at 5:44 AM, Emili Tortosa-Ausina wrote:

> Dear list,
>
> I'm using the quantreg package for quantile regression. Although  
> it's fine, there're is some weird behavior a little bit difficult to  
> understant. In some occasions, the regression results table shows  
> coefficients, t-statistics, standard errors and p-values. However,  
> in other occasions it shows only coefficients and confidence  
> intervals.
>
> Therefore, the question is... Is it possible to alter this behevior  
> manually, so I can ask for either confidence intervals or other  
> types of information?
>
> Thanks very much for your help.
>
> Kind regards,
>
> Emili
>
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