[R-sig-eco] Quantile regression
Allan Edelsparre
aedelspa at uoguelph.ca
Tue Nov 18 16:39:17 CET 2008
I have a problem with quantile regression when I want to analyse quantiles above the 90th quantile and below the 5 quantile. When I check for significance I use the following commands:
>results<- rq(Total~Pmove, tau = 0.9)
>summary(results, se="nid")
Call: rq(formula = Total ~ Pmove, tau = 0.9)
tau: [1] 0.9
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 24.10000 2.13566 11.28456 0.00000
Pmove -15.00000 3.28563 -4.56533 0.00003
### which is fine, but when I want to look at the 95th quantile I get the following output:
> results<- rq(Total~Pmove, tau = 0.95)
> summary(results, se="nid")
Error in summary.rq(results, se = "nid") :
tau + h > 1: error in summary.rq
### Does anyone know what I am doing wrong here?
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