On Jul 23, 2006, at 5:27 AM, roger koenker wrote:
> When computing the median from a sample with an even number of
> distinct
> values there is inherently some ambiguity about its value: any
> value between
> the middle order statistics is "a" median. Similarly, in
> regression settings t
I am a new to using quantile regressions in R. I have estimated a set of
coefficients using the method="br" algorithm with the rq command at various
quantiles along the entire distribution.
My data set contains approximately 2,500 observations and I have 7 predictor
variables. I receive the fol