Re: [R] Quantile regression model with nonparametric effect and interaction

2015-06-11 Thread Roger Koenker
The main effect trend seems rather dangerous, why not just estimate the f’s in a loop? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

[R] Quantile regression model with nonparametric effect and interaction

2015-06-11 Thread Waltl, Sofie (sofie.wa...@uni-graz.at)
Dear all, I would like to estimate a quantile regression model including a bivariate nonparametric term which should be interacted with a dummy variable, i.e., log p ~ year + f(a,b):year. I tried to use Roger Koenker's quantreg package and the functions rqss and qss but it turns out that

Re: [R] Quantile regression model with nonparametric effect and interaction

2015-06-11 Thread Waltl, Sofie (sofie.wa...@uni-graz.at)
therefore does not really help... -Original Message- From: Roger Koenker [mailto:rkoen...@illinois.edu] Sent: Donnerstag, 11. Juni 2015 15:33 To: Waltl, Sofie (sofie.wa...@uni-graz.at) Cc: r-help@r-project.org Subject: Re: [R] Quantile regression model with nonparametric effect