[R] Quantile regression with some parameters fixed across tau..

Mark R Payne markpayneatwork at gmail.com
Fri Feb 23 12:47:08 CET 2018


I would like to fit the following model with quantile regression:

y ~ alpha + beta

where both alpha and beta are factors. The conceptual model I have in my
head is that alpha is a constant set of values, that should be independent
of the quantile, tau and that all of the variability arises due to beta. If
I just fit the model using the quantreg package like so:

mdl <- rq( y ~ alpha +beta, data, tau=c(0.25,0.5,0.75))

..the values of alpha that I get vary according to the tau. Is there anyway
to force alpha to be the same across all taus?

Best wishes,


	[[alternative HTML version deleted]]

More information about the R-help mailing list