[R] Fwd: effects() extractor for a quantile reqression object: error message

[Koenker, Roger W]

Apologies,  forgot to copy R-help on this response.

Begin forwarded message:


From: Roger Koenker <rkoenker using illinois.edu>
Subject: Re: [R] effects() extractor for a quantile reqression object: error message
Date: September 6, 2024 at 8:38:47 AM GMT+1
To: "Christopher W. Ryan" <cryan using binghamton.edu>

Chris,

This was intended to emulate the effects component of lm() fitting, but was never implemented.  Frankly, I don’t quite see on first glance how this works for lm() — it seems to be (mostly) about situations where X is not full rank (see lm.fit) and I also never bothered to implement rq for X that were not full rank.

Roger


On Sep 6, 2024, at 3:50 AM, Christopher W. Ryan via R-help <r-help using r-project.org> wrote:

I'm using quantreg package version 5.98 of 24 May 2024, in R 4.4.1 on
Linux Mint.

The online documentation for quantreg says, in part, under the
description of the rq.object, "The coefficients, residuals, and effects
may be extracted by the generic functions of the same name, rather than
by the $ operator."

I create an rq object for the 0.9 quantile, called qm.9

effects(qm.9)

yields, the error message, " effects(qm.9)
Error in UseMethod("effects") :
no applicable method for 'effects' applied to an object of class "rq"

I'm confused. Appreciate any suggestions. Thanks.

--Chris Ryan

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