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nonlinear quantile regression

This isn't a nonlinear QR problem.  You can write:

	f <- rq(y ~ log(x),  data=Dat, tau=0.25)

which corresponds to the model

	Q_y (.25|x)  =  a log(x) + b

note the sign convention on b.

url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820
On Dec 2, 2006, at 1:47 PM, Ricardo Bessa wrote: