On Jul 19, 2010, at 9:37 PM, Steve McDonald wrote:
I'm a new user, so my apologies for what is likely a dumb question...
I am having a hard time getting a table of regression results when
using Koenker's code for quantile regression with fixed effects (http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
). I use the example data parameters that Koenker provides (see
below).
m <- 3
n <- 10
s <- rep(1:n,rep(m,n))
x <- exp(rnorm(n*m))
X <- cbind(1,x)
u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3)
a <- rep(rnorm(n),rep(m,n))
y <- a + u
fit <- rq.fit.panel(X,y,s)
When I use "summary(fit)", I get the following output...
Length Class Mode
coef 16 -none- numeric
ierr 1 -none- numeric
it 1 -none- numeric
time 1 -none- numeric
When I use "list(fit)", I can't tell which coefficients correspond
to which parameters...
[[1]]$coef
[1] 7.701321 -2.608782 7.664906 -1.866059 7.894542
[6] -1.878973 -6.117778 -1.570840 -5.380230 -5.815231
[11] -7.191127 -5.671467 -1.712052 -5.055224 -5.623140
[16] -5.617846
Is there a way to get a table of results or a way of discerning what
these coeffs refer to? Thanks in advance.
Did you read the documentation in the rq.fit.panel function?
" 2. On return the coefficient vector has m*p + n elements where m is
the number
+ # quantiles being estimated, p is the number of colums of X, and n
is the
+ # number of distinct values of s. The first m*p coefficients are the
+ # slope estimates, and the last n are the "fixed effects""
--
David Winsemius, MD
West Hartford, CT
______________________________________________
R-help@r-project.org 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.
