Re: [R] package quantreg behaviour in weights in function rq,

Václav, I think that the technical term for this is snafu. You are right of course that the magnitude of the weights should have no impact on the fitted values. The good news is that the coefficient estimates satisfy this obvious principle, but unfortunately the fitted.values component is

[R] package quantreg behaviour in weights in function rq,

Dear all, I am having v.4.36 of Quantreg package and I noticed strange behaviour when weights were added. Could anyone please explain me what if the results are really strange or the behavioiur is normal. As an example I am using dataset Engel from the package and my own weights. x<-engel[1:50,1]