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.
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
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 f
3 matches
Mail list logo