I have been quantreg library for a number of projects but have just hit a
snag. I am using nlrq to examine an asymptotic relationship between 2
variables at the 99th percentile. It performs as expected, however when I
try to extract the coefficients along with se and significance I am running
into problems. The problem is that for the nlrq regression Dat.nlrq,
summary(Dat.nlrq) reports a different coefficients table than summary(
Dat.nlrq)$coefficients.
Below is a series of syntax (mostly from the nlrq sample script) reproducing
the error.
########################################################
# get the necessary libraries
library(quantreg)
#code from the example of nlrq documentation
Dat <- NULL; Dat$x <- rep(1:25, 20)
set.seed(1)
Dat$y <- SSlogis(Dat$x, 10, 12, 2)*rnorm(500, 1, 0.1)
plot(Dat)
Dat.nlrq <- nlrq(y ~ SSlogis(x, Asym, mid, scal), data=Dat, tau=0.975,
trace=TRUE)
lines(1:25, predict(Dat.nlrq, newdata=list(x=1:25)), col=4)
#code demonstrating the error...
print(summary( Dat.nlrq))
print(coef(Dat.nlrq)) #coefficients are the same as above
print(summary(Dat.nlrq)$coefficients) #coefficients differ from previous 2
commands
########################################################
I am using R2.5.1 with quantreg 4.10 on an 64-bit xp system. I have verified
this same error occurs on an 32-bit xp system.
Any suggestion to correct this, or as a work-a-round would be greatly
appreciated.
Cheers,
Jeremy
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