Sorry I didn't respond earlier. No, Rq does not take a vector tau. Frank David Winsemius wrote: > > I suppose this constitutes thread drift, but your simple example, Frank, > made wonder if Rq() accepts a vector argument for tau. I seem to remember > that Koencker's rq() does.. Normally I would consult the help page, but > the power is still out here in Central Connecticut and I am corresponding > with a less capable device. I am guessing that if Rq() does accept such a > vector that the form of the nonlinearity would be imposed at all levels of > tau. > > -- > David > > On Nov 5, 2011, at 10:43 AM, Frank Harrell <f.harrell@> wrote: > >> Just to address a piece of this - in the case in which you are currently >> focusing on only one quantile, the rms package can help by fitting >> restricted cubic splines for covariate effects, and then run anova to >> test >> for nonlinearity (sometimes a dubious practice because if you then remove >> nonlinear terms you are mildly cheating). >> >> require(rms) >> f <- Rq(y ~ x1 + rcs(x2,4), tau=.25) >> anova(f) # tests associations and nonlinearity of x2 >> >> Frank >> >> Julia Lira wrote: >>> >>> Dear all, >>> >>> I would like to know whether any specification test for linear against >>> nonlinear model hypothesis has been implemented in R using the quantreg >>> package. >>> >>> I could read papers concerning this issue, but they haven't been >>> implemented at R. As far as I know, we only have two specification tests >>> in this line: anova.rq and Khmaladze.test. The first one test equality >>> and >>> significance of the slopes across quantiles and the latter one test if >>> the >>> linear specification is model of location or location and scale shift. >>> >>> Do you have any suggestion? >>> >>> Thanks a lot! >>> >>> Best regards, >>> >>> Julia >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@ 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. >>> >> >> >> ----- >> Frank Harrell >> Department of Biostatistics, Vanderbilt University >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/linear-against-nonlinear-alternatives-quantile-regression-tp3993327p3993416.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@ 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. > > ______________________________________________ > R-help@ 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. >
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/linear-against-nonlinear-alternatives-quantile-regression-tp3993327p4078252.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
