[R] quantile regression

[Michael Bedward]

Hi Julia,

In addition to Martyn's answer and David's friendly post I'd just add
that it's not a good idea to call a variable "c" since the function of
that name is so often used in R.

Michael


On 7 October 2010 22:28, Martyn Byng <Martyn.Byng at nag.co.uk> wrote:
> Hi,
>
> Your code is of the form
>
> for (i in 1:nsim) {
>  ## Do something that generates variable qf05
>
>  M <- coeff(qf05)
> }
>
> This means that you are overwriting the variable M at each iteration and
> so when the loop has finished you only have the coefficients from the
> last simulation. There are lots of ways of getting around this, the
> easiest would probably be to do something like
>
> M <- matrix(0,nsim,2)
> for (i in 1:nsim) {
>  ## Do something that generates variable qf05
>
>  M[i,] <- coeff(qf05)
> }
>
> then M would be a nsim by 2 matrix, with each row holding the
> coefficients from a different simulation. You could also look at
> removing the loop by vectorising the code.
>
> Hope this helps
>
> Martyn
>
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Julia Lira
> Sent: 07 October 2010 11:40
> To: r-help at r-project.org
> Subject: [R] quantile regression
>
>
> Dear all,
>
>
>
> I am a new user in r and I am facing some problems with the quantile
> regression specification. I have two matrix (mresultb and mresultx) with
> nrow=1000 and ncol=nsim, where I specify (let's say) nsim=10. Hence, the
> columns in my matrix represents each simulation of a determined
> variable. I need to regress each column of mresultb on mresultx. My
> codes are the following:
>
>
>
> set.seed(180185)
> nsim <- 10
> mresultx <- matrix(-99, nrow=1000, ncol=nsim)
> mresultb <- matrix(-99, nrow=1000, ncol=nsim)
> for (i in 1:nsim){
> # make a matrix with 5 cols of N random uniform values
> N <- 200
> I <- 5
> u <- replicate( 5, runif(N, 0, 1) )
> # fit matrix u in another matrix of 1 column
> mu <- matrix(u, nrow=1000, ncol=1)
> # make auction-specific covariate
> x <- runif(N, 0, 1)
> mx <- matrix(rep(x,5), nrow=1000, ncol=1)
> b0 <- matrix(rep(c(1),1000), nrow=1000, ncol=1)
> #function for private cost
> c <- b0+b0*mx+mu
> #bidding strategy
> b <- mx+((I+1)/I)+((I-1)/I)*mu
> mresultb[,i] <- b
> mresultx[,i] <- mx
> qf05 <- rq(formula = mresultb[,i] ~ mresultx[,i], tau=0.5)
> M <- coef(qf05)
> }
>
>
> But I just can see the quantile regression coefficients for 1
> simulation, not for each i.
>
> Maybe this is a stupid question, but i am not so familiar with this
> software yet.
>
>
>
> Thanks in advance!
>
>
>
> Julia
>
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>
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