Dear Peter,
Quantile regression is a nice tool but one that requires some statistical
training in order to use it and interpret the results properly. I suggest
backing up a bit.
Frank
Sheldrick,
Peter (Specialty Casualty UW Support) wrote:
>
> 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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-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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