> On Oct 7, 2015, at 3:46 PM, Preetam Pal <lordpree...@gmail.com> wrote: > > So, what does weighted quantile regression even aim to achieve? Invariably, > this plane would not split the data set into the requisite fractions…..
This officially ties this thread into a loop, since the OP wants to know why he wanted to do what he originally requested. If one “knows” that the intercept is zero, then it is always good to impose this, but like I said one does this at one’s peril. An example from economics might help: suppose you are estimating Engel curves in an unwelfare state, so 0 income implies 0 expenditure, then all (quantile) Engel curves pass through the origin and one might want to impose this. On the other hand maybe not... > From: Roger Koenker > Sent: 06-10-2015 07:09 PM > To: Lorenz, David > Cc: r-help@r-project.org > Subject: Re: [R] Quantile Regression without intercept > > > > On Oct 6, 2015, at 8:32 AM, Lorenz, David <lor...@usgs.gov> wrote: > > > > Thanks for the details, I suspected something like that. > > I think that begs the question: what is the meaning of quantile regression > > through the origin? If the tau=.5 line does not pass through 1/2 the data > > how do I interpret the line? > > As an estimate of the conditional median (quantile) function when constrained > to pass through > the origin… as with least squares fitting without an intercept, you do this > at your peril. > > > > > > On Tue, Oct 6, 2015 at 8:03 AM, Roger Koenker <rkoen...@illinois.edu> wrote: > > > > > On Oct 6, 2015, at 7:58 AM, Lorenz, David <lor...@usgs.gov> wrote: > > > > > > Did you verify that the correct percentages were above/below the > > > regression > > > lines? I did a quick check and for example did not consistently get 50% of > > > the observed response values greater than the tau=.5 line. I did when I > > > included the nonzero intercept term. > > > > Your "correct percentages" are only correct when you have an intercept in > > the model, > > without an intercept there is no gradient condition to ensure that. > > > > > > > > > > > >> Date: Mon, 5 Oct 2015 21:14:04 +0530 > > >> From: Preetam Pal <lordpree...@gmail.com> > > >> To: stephen sefick <ssef...@gmail.com> > > >> Cc: "r-help@r-project.org" <r-help@r-project.org> > > >> Subject: Re: [R] Quantile Regression without intercept > > >> Message-ID: <56129a41.025f440a.b1cf4.fffff...@mx.google.com> > > >> Content-Type: text/plain; charset="UTF-8" > > >> > > >> Yes..it works. .... Thanks ?? > > >> > > >> -----Original Message----- > > >> From: "stephen sefick" <ssef...@gmail.com> > > >> Sent: ?05-?10-?2015 09:01 PM > > >> To: "Preetam Pal" <lordpree...@gmail.com> > > >> Cc: "r-help@r-project.org" <r-help@r-project.org> > > >> Subject: Re: [R] Quantile Regression without intercept > > >> > > >> I have never used this, but does the formula interface work like lm? > > >> Y~X-1? > > >> > > >> > > >> On Mon, Oct 5, 2015 at 10:27 AM, Preetam Pal <lordpree...@gmail.com> > > >> wrote: > > >> > > >> Hi guys, > > >> > > >> Can you instruct me please how to run quantile regression without the > > >> intercept term? I only know about the rq function under quantreg package, > > >> but it automatically uses an intercept model. Icant change that, it > > >> seems. > > >> > > >> I have numeric data on Y variable (Gdp) and 2 X variables (Hpa and > > >> Unemployment). Their sizes are 125 each. > > >> > > >> Appreciate your help with this. > > >> > > >> Regards, > > >> Preetam > > >> [[alternative HTML version deleted]] > > >> > > >> ______________________________________________ > > >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > >> 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. > > >> > > >> > > >> > > >> > > >> > > >> > > >> -- > > >> > > >> Stephen Sefick > > >> ************************************************** > > >> Auburn University > > >> Biological Sciences > > >> 331 Funchess Hall > > >> Auburn, Alabama > > >> 36849 > > >> ************************************************** > > >> sas0...@auburn.edu > > >> http://www.auburn.edu/~sas0025 > > >> ************************************************** > > >> > > >> Let's not spend our time and resources thinking about things that are so > > >> little or so large that all they really do for us is puff us up and make > > >> us > > >> feel like gods. We are mammals, and have not exhausted the annoying > > >> little > > >> problems of being mammals. > > >> > > >> -K. Mullis > > >> > > >> "A big computer, a complex algorithm and a long time does not equal > > >> science." > > >> > > >> -Robert Gentleman > > >> [[alternative HTML version deleted]] > > >> > > >> > > >> > > >> > > > > > > [[alternative HTML version deleted]] > > > > > > ______________________________________________ > > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > > 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. > > > > > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
