[R] quantreg behavior changes for N>1000
Hello again R-experts and novices (like me), This seems like a bug to me - or maybe it's intentional...can anyone confirm? Up to 1000 reps, summary() of a rq object gives different output and subtly different confidence interval estimates. ThanksJeff testx=runif(1200) testy=rnorm(1200, 5) test.rq=summary(rq(testy[1:1000]~testx[1:1000], tau=2:98/100)) test.rq[[1]] Gives this output: Call: rq(formula = testy[1:1000] ~ testx[1:1000], tau = 2:98/100) tau: [1] 0.02 Coefficients: coefficients lower bd upper bd (Intercept)3.00026 2.45142 3.17098 testx[1:1000] -0.00870 -0.39817 0.49946 test.rq=summary(rq(testy[1:1001]~testx[1:1001], tau=2:98/100)) test.rq[[1]] Gives this (different) output: Call: rq(formula = testy[1:1001] ~ testx[1:1001], tau = 2:98/100) tau: [1] 0.02 Coefficients: ValueStd. Error t value Pr(>|t|) (Intercept)3.00026 0.21605 13.88658 0.0 testx[1:1001] -0.00870 0.32976 -0.02638 0.97896 plot(test.rq, nrow=2, ncol=2) # The slope estimates appear to be the same but there are subtle differences in the confidence intervals, which shouldn't be due simply to the inclusion of one more point. __ R-help@stat.math.ethz.ch 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.
[R] plotting a summary.rq object in using pkg quantreg
Hello, I am having problems adjusting the plot output from the quantreg package. Anyone know what I'm doing wrong? For example (borrowing from the help files): plot(summary(rq(foodexp~income,tau = 1:49/50,data=engel)), nrow=1, ncol=2,alpha = .4, ols = TRUE, xlab="test") The "alpha=" parameter seems to have no effect on my output, even when I set it to a ridiculous value like 0.4. Also, though in the help file it says |"...| = optional arguments to plot", "xlab" (as an example) seems to do nothing. If the answer is that I should extract the values I need and construct the plot I want independently of the rq.process object, that it okay I suppose, if inefficient. Maybe a more fundamental question is how do I get in and see how plot is working in this case so that I can modify. Thanks much! J P.S. I've explored using plot.summary.rqs but the problems seem to be the same. __ R-help@stat.math.ethz.ch 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.
