Sir or Madam:
I am new to R and the use of quantile regeression. In addition, I am a
finance person not a true statistcian. Basic regression form is Y =
(Coefficient * Variable) + Error Term
I have results from a quantile regression where I used the Barro and
Roberts method with bootstrapping for standard errors.
I am now taking another set of data and applying the quantile regression
equation to determine accuracy. I am doing this in Excel so I can share
with my business customer. I think I need to add the error term to my
prediction but I cannot seem to find it in the summary output of the
quantile regression nor does my Google search reveal how it is
calculated if there is one.
Any help would be appreciated. Thanks.
Regards,
Peter D. Sheldrick
Hartford Financial Services Group
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