> data(engel) > attach(engel) > rq(y~x) Call: rq(formula = y ~ x)
Coefficients: (Intercept) x 81.4822474 0.5601806 Degrees of freedom: 235 total; 233 residual > rq(y~x)->f > f$tau [1] 0.5 url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Oct 25, 2006, at 4:39 AM, [EMAIL PROTECTED] wrote: > Hi, > > how is it possible to retrieve the corresponding tau value for each > observed data pair (x(t) y(t), t=1,...,n) when doing a quantile > regression like > > rq.fit <- rq(y~x,tau=-1). > > Thank you for your help. > > Jaci > -- > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
