On Oct 7, 2010, at 6:40 AM, Julia Lira wrote:
Dear all,
I am a new user in r and I am facing some problems with the quantile
regression specification. I have two matrix (mresultb and mresultx)
with nrow=1000 and ncol=nsim, where I specify (let's say) nsim=10.
Hence, the columns in my matrix represents each simulation of a
determined variable. I need to regress each column of mresultb on
mresultx. My codes are the following:
set.seed(180185)
nsim <- 10
mresultx <- matrix(-99, nrow=1000, ncol=nsim)
mresultb <- matrix(-99, nrow=1000, ncol=nsim)
#Keep constants that do not vary .... outside the loop.
N <- 200
I <- 5
#Create an object to hold results.
M <- matrix(0, ncol=2, nrow=nsim)
for (i in 1:nsim){
# make a matrix with 5 cols of N random uniform values
u <- replicate( 5, runif(N, 0, 1) )
# fit matrix u in another matrix of 1 column
mu <- matrix(u, nrow=1000, ncol=1)
# make auction-specific covariate
x <- runif(N, 0, 1)
mx <- matrix(rep(x,5), nrow=1000, ncol=1)
b0 <- matrix(rep(c(1),1000), nrow=1000, ncol=1)
#function for private cost
c <- b0+b0*mx+mu
#bidding strategy
b <- mx+((I+1)/I)+((I-1)/I)*mu
mresultb[,i] <- b
mresultx[,i] <- mx
qf05 <- rq(formula = mresultb[,i] ~ mresultx[,i], tau=0.5)
# Use a a method of storing result that does not overwrite prior values
M[i, ] <- coef(qf05)
}
> M
[,1] [,2]
[1,] 1.546023 1.060197
[2,] 1.593085 1.012752
[3,] 1.561060 1.039669
[4,] 1.555189 1.080506
[5,] 1.595738 1.030818
[6,] 1.599211 1.004429
[7,] 1.572492 1.066966
[8,] 1.619282 0.964974
[9,] 1.595431 1.028448
[10,] 1.585927 1.023855
Not sure why you created mresultb and mresultx to accept multiple
columns, sinc ewhat your really wanted was the results of the
regression, but if there were a reasons then they are still there to
be examined.
But I just can see the quantile regression coefficients for 1
simulation, not for each i.
Maybe this is a stupid question, but i am not so familiar with this
software yet.
Thanks in advance!
Julia
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and provide commented, minimal, self-contained, reproducible code.
