Pls disregard...I have it figured out. Thank you. Regards, Peter D. Sheldrick Hartford Financial Services Group
> _____________________________________________ > From: Sheldrick, Peter (Specialty Casualty UW Support) > Sent: Friday, April 08, 2011 9:53 AM > To: 'r-help@R-project.org' > Subject: Quantile Regression and R > > 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 > ************************************************************ This communication, including attachments, is for the exclusive use of addressee and may contain proprietary, confidential and/or privileged information. If you are not the intended recipient, any use, copying, disclosure, dissemination or distribution is strictly prohibited. If you are not the intended recipient, please notify the sender immediately by return e-mail, delete this communication and destroy all copies. ************************************************************ [[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.