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quantile regression: plotting coefficients on only one variable (rq)
2 messages · Michael Faye, Mark Difford
Hi Michael, It's in the manual: ?plot.summary.rqs plot(summary(rq(..., tau=c(...)), parm = x1, ...) Regards, Mark.
Michael Faye wrote:
Dear all.
I have a question on plotting the coefficients from a series of
mutivariate
quantile regressions. The following code plots the coefficients for each
RHS variable x1 and x2. Is there a way to plot only the coefficients on
x1?
In the data I am using, I have a large number of fixed effects and do want
to plot the coefficients on these fixed effects.
quant.plot <- summary(rq(paste("y ~ x1 + x2"), tau=1:9/10))
postscript(file=paste(output.dir, "plot.eps", sep="/"),
paper="special",
width=10,
height=10,
horizontal=FALSE)
plot(quant.plot)
Best
Michael
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