[R] about interpretation of anova results...

[Roger Koenker]

If you were to rtfm you'd see that your anova suggests that the slope coefficients
are the same for your tau = .15 and tau = .30 models.

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                Urbana, IL 61801

On Dec 5, 2011, at 1:18 AM, narendarreddy kalam wrote:

> quantreg package is used.
> *fit1 results are*
> Call:
> rq(formula = op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 + 
>    inp8 + inp9, tau = 0.15, data = wbc)
> 
> Coefficients:
> (Intercept)         inp1         inp2         inp3         inp4        
> inp5 
> -0.191528450  0.005276347  0.021414032  0.016034803  0.007510343 
> 0.005276347 
>        inp6         inp7         inp8         inp9 
> 0.058708544  0.005224906  0.006804871 -0.003931540 
> 
> Degrees of freedom: 673 total; 663 residual
> *fit2 results are*
> Call:
> rq(formula = op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 + 
>    inp8 + inp9, tau = 0.3, data = wbc)
> 
> Coefficients:
>  (Intercept)          inp1          inp2          inp3          inp4 
> -1.111111e-01  5.776765e-19  4.635734e-18  1.874715e-18  2.099872e-18 
>         inp5          inp6          inp7          inp8          inp9 
> -4.942052e-19  1.111111e-01  2.205289e-18  4.138435e-18  9.300642e-19 
> 
> Degrees of freedom: 673 total; 663 residual
> 
> anova(fit1,fit2);
> Quantile Regression Analysis of Deviance Table
> 
> Model: op ~ inp1 + inp2 + inp3 + inp4 + inp5 + inp6 + inp7 + inp8 + inp9
> Joint Test of Equality of Slopes: tau in {  0.15 0.3  }
> 
>  Df Resid Df F value Pr(>F)
> 1  9     1337  0.5256 0.8568
> Warning messages:
> 1: In summary.rq(x, se = "nid", covariance = TRUE) : 93 non-positive fis
> 2: In summary.rq(x, se = "nid", covariance = TRUE) : 138 non-positive fis
> how to interpret the above results??
> 
> what is the use of anova function??
> will it give the best among fit1 && fit2..
> 
> 
> --
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