Re: [R] rqss help in Quantreg

2011-05-29 Thread Roger Koenker
This is _not_ a reproducible example so one can only guess, but the fact that with returns the analysis goes suggests that there is something amiss with your price variable. Roger Koenker rkoen...@illinois.edu On May 28, 2011, at 1:47 PM, Sergius Cerice wrote: Dear All, I,m trying to

Re: [R] rqss help in Quantreg

2011-05-29 Thread Sergius Cerice
Dear Roger, Thanks for the reply. I have discovered that the problem was in NA data for the last two months appeared after loading from .csv file. The problem was solved applying the complete.cases() function. Sergius. -- View this message in context:

Re: [R] rqss help in Quantreg

2011-05-28 Thread Sergius Cerice
Dear All, I,m trying to fulfill a constraint nonparametric quantile regression analysis for monthly stock index and gdp (159 cases of data) using rqss function of quantreg package. I need to specify that stock prices are nondecreasing with growing gdp. I tried the following simple code

[R] rqss help in Quantreg

2011-03-21 Thread Man Zhang
Dear All, I'm trying to construct confidence interval for an additive quantile regression model. In the quantreg package, vignettes section: Additive Models for Conditional Quantiles http://cran.r-project.org/web/packages/quantreg/index.html It describes how to construct the intervals, it

Re: [R] rqss help in Quantreg

2011-03-21 Thread Roger Koenker
On Mar 20, 2011, at 10:24 PM, Man Zhang wrote: Dear All, I'm trying to construct confidence interval for an additive quantile regression model. In the quantreg package, vignettes section: Additive Models for Conditional Quantiles