Re: [R] Quantile Regression without intercept

2015-10-07 Thread Roger Koenker
ed the nonzero intercept term. > > > > Your "correct percentages" are only correct when you have an intercept in > > the model, > > without an intercept there is no gradient condition to ensure that. > > > > > > > > > > > >>

Re: [R] Quantile Regression without intercept

2015-10-07 Thread Preetam Pal
; <lor...@usgs.gov> Cc: "r-help@r-project.org" <r-help@r-project.org> Subject: Re: [R] Quantile Regression without intercept > On Oct 6, 2015, at 8:32 AM, Lorenz, David <lor...@usgs.gov> wrote: > > Thanks for the details, I suspected something like that. &g

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker
ion to ensure that. > > > > > > > >> Date: Mon, 5 Oct 2015 21:14:04 +0530 > >> From: Preetam Pal <lordpree...@gmail.com> > >> To: stephen sefick <ssef...@gmail.com> > >> Cc: "r-help@r-project.org" <r-help@r-project.org>

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David
to ensure that. > > > > > > > >> Date: Mon, 5 Oct 2015 21:14:04 +0530 > >> From: Preetam Pal <lordpree...@gmail.com> > >> To: stephen sefick <ssef...@gmail.com> > >> Cc: "r-help@r-project.org" <r-help@r-project.org> >

Re: [R] Quantile Regression without intercept

2015-10-06 Thread peter dalgaard
To wit: > y <- rnorm(100, 10) > x <- 1:100 > sum(resid(lm(y~x))) [1] 1.047773e-15 > sum(resid(lm(y~x-1))) [1] 243.0583 and replicating this should convince you that the mean residual really is not zero in the severely misspecified model with no intercept. (This has to do with the fact that

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David
:04 +0530 > From: Preetam Pal <lordpree...@gmail.com> > To: stephen sefick <ssef...@gmail.com> > Cc: "r-help@r-project.org" <r-help@r-project.org> > Subject: Re: [R] Quantile Regression without intercept > Message-ID: <56129a41.025f440a.b1cf4.f...@m

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker
+0530 >> From: Preetam Pal <lordpree...@gmail.com> >> To: stephen sefick <ssef...@gmail.com> >> Cc: "r-help@r-project.org" <r-help@r-project.org> >> Subject: Re: [R] Quantile Regression without intercept >> Message-ID: <56129a41.025f440

[R] Quantile Regression without intercept

2015-10-05 Thread Preetam Pal
Hi guys, Can you instruct me please how to run quantile regression without the intercept term? I only know about the rq function under quantreg package, but it automatically uses an intercept model. Icant change that, it seems. I have numeric data on Y variable (Gdp) and 2 X variables (Hpa

Re: [R] Quantile Regression without intercept

2015-10-05 Thread Roger Koenker
as for lm() or any other linear model fitting…. rq( y ~ x - 1, … ) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Quantile Regression without intercept

2015-10-05 Thread stephen sefick
I have never used this, but does the formula interface work like lm? Y~X-1? On Mon, Oct 5, 2015 at 10:27 AM, Preetam Pal wrote: > Hi guys, > > Can you instruct me please how to run quantile regression without the > intercept term? I only know about the rq function under

Re: [R] Quantile Regression without intercept

2015-10-05 Thread Preetam Pal
Yes..it works. Thanks  -Original Message- From: "stephen sefick" <ssef...@gmail.com> Sent: ‎05-‎10-‎2015 09:01 PM To: "Preetam Pal" <lordpree...@gmail.com> Cc: "r-help@r-project.org" <r-help@r-project.org> Subject: Re: [R] Quantile