Hi there, I've generated the following data:
library(quantreg) library(survival) set.seed(789) N <- 2000 u <- runif(N) x1 <- rbinom(N,1,.5) x2 <- rbinom(N,1,.5) x1x2<-x1*x2 lambda <- 1 + 1.5*x1 + 1.5*x2 + .5*x1x2 k <- 2 y <- lambda*((-log(1-u))^(1/k));max(y) c <- runif(N,max=15) event = as.numeric(y<=c) mean(event);table(event) cens <- 1-event table(cens);mean(cens) time <-as.matrix(ifelse(event==1,y,c)) St<-Surv(time,event,type="right") To which I've fit the following censored quantile regression model: q2 <- crq(St~x1 + x2 + x1x2,tau=.9,method="Portnoy") summary(q2) As one can see, I'm interested in the 0.9th quantile. But summary(q2) returns only the 20th to 80th percentiles (by 20). How can I get only the 0.9th quantile (aka the 90th percentile)?? All I actually need is the parameter estimate for the interaction (x1x2) for the 90th percentile. I know how to extract it if I were able to obtain estimates at tau=0.9, but no luck. Even though I request the 90th percentile in crq (i.e., "tau=0.9"), the summary function keeps returning the same set of (unwanted) percentiles (20th, 40th, 60th, 80th). I’m using R version 3.1.2 (2014-10-31) -- "Pumpkin Helmet”, Platform: x86_64-apple-darwin13.4.0 (64-bit). Cheers, Ashley I Naimi [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.