I am using the quantreg package to build a quantile regression model and
wish to generate confidence intervals for the fitted values.

After fitting the model, I have tried running predict() and
predict.rq(), but in each case I obtain a vector of the fitted values
only.

For example:

library(quantreg)
y<-rnorm(50,10,2)
x<-seq(1,50,1)
model<-rq(y~x,tau=0.5,method="br",model=TRUE)
model$fitted
predict(model,type=c("percentile"),interval=c("confidence"),level=0.95)
#returns same output as model$fitted

Am I missing something obvious? I have tried altering the settings for
the type and interval arguments but without success.

(I am running R v 2.10.1).

Thank you for your help.

Regards,


Andrew Davey
Senior Consultant

Tel:	+ 44 (0) 1793 865023
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E-mail:	andrew.davey@wrcplc.co.uk
Website:	www.wrcplc.co.uk
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