[R] quantreg behavior changes for N1000

2007-07-24 Thread Jeff G.
Hello again R-experts and novices (like me), This seems like a bug to me - or maybe it's intentional...can anyone confirm? Up to 1000 reps, summary() of a rq object gives different output and subtly different confidence interval estimates. ThanksJeff testx=runif(1200) testy=rnorm(1200,

Re: [R] quantreg behavior changes for N1000

2007-07-24 Thread roger koenker
When in doubt: RTFM -- Quoting from ?summary.rq se: specifies the method used to compute standard standard errors. There are currently five available methods: 1. 'rank' which produces confidence intervals for the estimated parameters by inverting a