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Mixed models quantile regression
2 messages · Beth Strain, Roger Koenker
There is no generally agreed upon notion of random effects for quantile regression applications. Insofar as one is willing to accept the idea that random effects are just "shrunken fixed effects" one can consider similar schemes in the QR context; one such is described in ?Quantile Regression for Longitudinal Data,? J. of Multivariate Analysis, (2004), 91, 74-89. But there are many open questions, so this is not for the faint hearted and there is certainly no "official" code. 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 Feb 5, 2008, at 9:40 PM, Beth Strain wrote:
Dear R, I have a question concerning quantile regression models. I am using the quantile regression model to test the relationship between abalone and the percentage cover of algae etc at different sites and depths. An example is fit<-rq(abalone~%coversessileinvertebrates+factor(Depth) +factor(Site),tau=0.7) In this model depth is fixed and site is random. My question is, is it possible specify the fixed and random effects in this model. If so could someone please give me an example of how to write the code. I can;t seem to find any information in the R help. Thanks in advance Beth Strain
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