[R] Question re estimating SE for interquantile regression coefficients

[S Liu]

Hi,
I am a student new to R.  I would like to estimate the standard error for the 
difference in interquantile regression coefficients after but do not know how 
to do so.  For each quantile I estimated the regression coefficent, 
bootstrapped for the SE and saved the coefficient and then take the difference 
between the two, e.g. per90<-rq(y~x,
tau = c(0.9),data = data, weights= mec), per90<-summary(per90,
se = "boot", R=1000, bsmethod=”mcmb”), per90_coeff=coeff(per90))[['x]], 
diff_per9010=per90_coeff-per10_coeff).  I don't know how to create and save an 
entire vector of the bootstrapped quantile regression coefficient.  Any help 
would be greatly, greatly appreciated!

Sincerely,
Sam  




      
        [[alternative HTML version deleted]]


______________________________________________
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.