Re: [R] bootstrapping quantile regression

A possiblie solution might be to use the survey package. You could specify that the data is clustered using the svydesign function, and then speciy the replicate weights using the as.svrepdesign function. And then, it would be possible to use the withReplicates function to bootstrap the clusters

Re: [R] bootstrapping quantile regression

A piece of this is solved by the rms package's Rq and bootcov functions. -Frank Roger Koenker-3 wrote > There is no automatic "clustering" option for QR bootstrapping. > You will have to roll your own. > > > url:www.econ.uiuc.edu/~rogerRoger Koenker > email > rkoenker@ >

Re: [R] bootstrapping quantile regression

There is no automatic "clustering" option for QR bootstrapping. You will have to roll your own. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-66

Re: [R] bootstrapping quantile regression

sry, I forgot to replace rlm() - but actually I tried both and the question applies to both approaches.. Am 31.10.2012 00:19 schrieb "Kay Cichini" : > > HI everyone, > > I try to get some bootstrap CIs for coefficients obtained by quantile regression. I have influencial values and thus switched to

[R] bootstrapping quantile regression

HI everyone, I try to get some bootstrap CIs for coefficients obtained by quantile regression. I have influencial values and thus switched to quantreg.. The data is clustered and within clusters the variance of my DV = 0.. Is this sensible for the below data? And what about the warnings? Thanks

[R] bootstrapping quantile regression

Dear all, I am currently running an experiment using quantile regression. In order to get more accurate results for a hypothesis test, I need to run a bootstrapping version of quantile regression and I need to find the estimated covariance matrix among all the coefficients for several quantiles