Quantile Regression and R
Dear Peter, Quantile regression is a nice tool but one that requires some statistical training in order to use it and interpret the results properly. I suggest backing up a bit. Frank Sheldrick,
Peter (Specialty Casualty UW Support) wrote:
Sir or Madam: I am new to R and the use of quantile regeression. In addition, I am a finance person not a true statistcian. Basic regression form is Y = (Coefficient * Variable) + Error Term I have results from a quantile regression where I used the Barro and Roberts method with bootstrapping for standard errors. I am now taking another set of data and applying the quantile regression equation to determine accuracy. I am doing this in Excel so I can share with my business customer. I think I need to add the error term to my prediction but I cannot seem to find it in the summary output of the quantile regression nor does my Google search reveal how it is calculated if there is one. Any help would be appreciated. Thanks. Regards, Peter D. Sheldrick Hartford Financial Services Group ************************************************************ This communication, including attachments, is for the exclusive use of addressee and may contain proprietary, confidential and/or privileged information. If you are not the intended recipient, any use, copying, disclosure, dissemination or distribution is strictly prohibited. If you are not the intended recipient, please notify the sender immediately by return e-mail, delete this communication and destroy all copies. ************************************************************ [[alternative HTML version deleted]]
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----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Quantile-Regression-and-R-tp3436693p3436993.html Sent from the R help mailing list archive at Nabble.com.