Did you read item 1 in the quantreg FAQ()?
url: www.econ.uiuc.edu/~roger Roger Koenker email [email protected] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 > On Oct 14, 2015, at 2:56 PM, T.Riedle <[email protected]> wrote: > > Greetings R Community, > I am trying to run a quantile regression using the quantreg package. My > regression includes 7 independent variables with approx. 800 daily > observations each. Thus, I think that the Barrodale and Roberts algorithm > should do the trick. However, the Frisch-Newton after preprocessing returns > different results and more significant coefficients than the br method. Which > algorithmic method should I use now? Do the results mean that the > Frisch-Newton after preprocessing dominates the br method? > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] 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. ______________________________________________ [email protected] 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.
