I see. Thank you, David. One more question: How can one obtain bootstrapped standard errors for these regression coefficients. I tried the boot.rq procedure, but the results do not look right.
Steve -- Steve McDonald Assistant Professor of Sociology North Carolina State University Phone: 919-515-9028 Office: 343 in 1911 bldg http://www4.ncsu.edu/~sjmcdona/ >>> David Winsemius <[email protected]> 7/20/2010 8:18 AM >>> On Jul 19, 2010, at 9:37 PM, Steve McDonald wrote: > I'm a new user, so my apologies for what is likely a dumb question... > > I am having a hard time getting a table of regression results when > using Koenker's code for quantile regression with fixed effects > (http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R > ). I use the example data parameters that Koenker provides (see > below). > > m <- 3 > n <- 10 > s <- rep(1:n,rep(m,n)) > x <- exp(rnorm(n*m)) > X <- cbind(1,x) > u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3) > a <- rep(rnorm(n),rep(m,n)) > y <- a + u > fit <- rq.fit.panel(X,y,s) > > When I use "summary(fit)", I get the following output... > Length Class Mode > coef 16 -none- numeric > ierr 1 -none- numeric > it 1 -none- numeric > time 1 -none- numeric > > When I use "list(fit)", I can't tell which coefficients correspond > to which parameters... > [[1]]$coef > [1] 7.701321 -2.608782 7.664906 -1.866059 7.894542 > [6] -1.878973 -6.117778 -1.570840 -5.380230 -5.815231 > [11] -7.191127 -5.671467 -1.712052 -5.055224 -5.623140 > [16] -5.617846 > > Is there a way to get a table of results or a way of discerning what > these coeffs refer to? Thanks in advance. Did you read the documentation in the rq.fit.panel function? " 2. On return the coefficient vector has m*p + n elements where m is the number + # quantiles being estimated, p is the number of colums of X, and n is the + # number of distinct values of s. The first m*p coefficients are the + # slope estimates, and the last n are the "fixed effects"" > -- David Winsemius, MD West Hartford, CT ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
