Re: [R] odd behaviour in quantreg::rq

2009-07-01 Thread Dylan Beaudette
On Wednesday 01 July 2009, roger koenker wrote: > url:www.econ.uiuc.edu/~rogerRoger Koenker > emailrkoen...@uiuc.eduDepartment of Economics > vox: 217-333-4558University of Illinois > fax: 217-244-6678Urbana, IL 61801 > > On

Re: [R] odd behaviour in quantreg::rq

2009-07-01 Thread Dylan Beaudette
On Wednesday 01 July 2009, roger koenker wrote: > It's not clear to me whether you are looking for an exploratory tool > or something more like formal inference. For the former, it seems > that estimating a few weighted quantiles would be quite useful. at > least > it is rather Tukeyesque. While

Re: [R] odd behaviour in quantreg::rq

2009-07-01 Thread roger koenker
It's not clear to me whether you are looking for an exploratory tool or something more like formal inference. For the former, it seems that estimating a few weighted quantiles would be quite useful. at least it is rather Tukeyesque. While I'm appealing to authorities, I can't resist recallin

Re: [R] odd behaviour in quantreg::rq

2009-07-01 Thread Dylan Beaudette
Thanks Roger. Your comments were very helpful. Unfortunately, each of the 'groups' in this example are derived from the same set of data, two of which were subsets-- so it is not that unlikely that the weighted medians were the same in some cases. This all leads back to an operation attempting

Re: [R] odd behaviour in quantreg::rq

2009-06-30 Thread roger koenker
Admittedly this seemed quite peculiar but if you look at the entrails of the following code you will see that with the weights the first and second levels of your x$method variable have the same (weighted) median so the contrast that you are estimating SHOULD be zero. Perhaps there is some

[R] odd behaviour in quantreg::rq

2009-06-30 Thread Dylan Beaudette
Hi, I am trying to use quantile regression to perform weighted-comparisons of the median across groups. This works most of the time, however I am seeing some odd output in summary(rq()): Call: rq(formula = sand ~ method, tau = 0.5, data = x, weights = area_fraction) Coefficients: