
Thank you all for the explanation!

 

Best,

 

Julia 
 
> Date: Thu, 7 Oct 2010 22:37:32 +1100
> Subject: Re: [R] quantile regression
> From: michael.bedward@gmail.com
> To: Martyn.Byng@nag.co.uk
> CC: julia.lira@hotmail.co.uk; r-help@r-project.org
> 
> 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@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@r-project.org [mailto:r-help-bounces@r-project.org]
> > On Behalf Of Julia Lira
> > Sent: 07 October 2010 11:40
> > To: r-help@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
> >
> >        [[alternative HTML version deleted]]
> >
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> >
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> >
 		 	   		  
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