[R] quantreg crq function-incomplete taus fitted

daniel castro danielcastrob at gmail.com
Tue Oct 7 21:39:30 CEST 2014


Hello ,

I'm trying to fit a quantile regression model for rigth censoring data
and I think I'm misunderstanding the behaviour of the function crq

I've tried

qreg1<-crq(Surv(TIME,EVENT,type="right")~VAR1+VAR2,
           data=DATA_TRAIN,method = "Portnoy",tau=-1)

qreg1<-crq(Surv(TIME,EVENT,type="right")~VAR1+VAR2,
           data=DATA_TRAIN,method = "Portnoy",tau=0.1)

this two first attemps give me 78 set of values for every tau in
$fitted.values or in $sol starting in 0 and ending in 0.348 (values of
tau) but then where are the rest un itl 1?

qreg1<-crq(Surv(TIME,EVENT,type="right")~VAR1+VAR2,
           data=DATA_TRAIN,method = "Portnoy",grid=seq(0.1,1,by=0.1))

gives only one value for tau=0.00000

I want to control the parameters tau or grid to get the results for
the quantiles I want, but it seems that I went wrong somewhere..but
where?

Thank you in advance,

Daniel Castro



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