Re: [R] Quantile Regression without intercept

2015-10-07 Thread Roger Koenker 

> 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.f...@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.
> > >>
> > >>
> > >>
> > >>
> > >>
> > >>
> > >> --
> > >>
> > >> St

Re: [R] Quantile Regression without intercept

2015-10-07 Thread Preetam Pal 
So, what does weighted quantile regression even aim to achieve? Invariably, 
this plane would not split the data set into the requisite fractions.

-Original Message-
From: "Roger Koenker" <rkoen...@illinois.edu>
Sent: ‎06-‎10-‎2015 07:09 PM
To: "Lorenz, David" <lor...@usgs.gov>
Cc: "r-help@r-project.org" <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.f...@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."
> >>
> &

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker 

> 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.f...@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.

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David 
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?


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.f...@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.
>
>

[[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.

Re: [R] Quantile Regression without intercept

2015-10-06 Thread peter dalgaard 
To wit:

> y <- rnorm(100, 10)
> x <- 1:100
> sum(resid(lm(y~x)))
[1] 1.047773e-15
> sum(resid(lm(y~x-1)))
[1] 243.0583

and replicating this should convince you that the mean residual really is not 
zero in the severely misspecified model with no intercept. (This has to do with 
the fact that residuals for small x will be positive but have little leverage 
on the slope of the regression line.) 

With a correctly specified model, the theoretical mean residual is in fact 
zero, but it won't be exactly zero for any individual fit. Try e.g.

> x <- 1:100
> r <- replicate(1, {y <- rnorm(100, x); mean(resid(lm(y~x-1)))})
> hist(r)

-pd

On 06 Oct 2015, at 15:38 , Roger Koenker  wrote:

> 
>> On Oct 6, 2015, at 8:32 AM, Lorenz, David  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  wrote:
>> 
>>> On Oct 6, 2015, at 7:58 AM, Lorenz, David  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.

[snip]

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd@cbs.dk  Priv: pda...@gmail.com

__
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.

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David 
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.



> 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.f...@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.

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker 

> 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.f...@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.

__
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Re: [R] Quantile Regression without intercept

2015-10-05 Thread Roger Koenker 
as for lm()  or any other linear model fitting….

rq( y ~ x - 1, … )


url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax:   217-244-6678Urbana, IL 61801

> On Oct 5, 2015, at 10:27 AM, Preetam Pal  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.

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Quantile Regression without intercept

2015-10-05 Thread stephen sefick 
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  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]]

__
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.

Re: [R] Quantile Regression without intercept

2015-10-05 Thread Preetam Pal 
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]]

__
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.