0
$\begingroup$

Can anyone suggest a way to construct confidence bands on a particular quantile regression line? I am working with the quantreg package in R.

$\endgroup$
  • $\begingroup$ There is no such option available AFAIK, unless you are willing to hack your way to a result. $\endgroup$ – user2974951 Jan 15 at 13:43
  • $\begingroup$ You may want to ask this question on stackoverflow instead. With the quantreg function call summary() around your rq object and it should give you upper and lower bands. $\endgroup$ – JustGettinStarted Jan 15 at 19:24
  • $\begingroup$ Thank you for the feedback. I will answer my own question for the record if I figure it out and get no other responses. $\endgroup$ – Thomas Jan 16 at 12:49
0
$\begingroup$

The function predict.rq is analogous in use and meaning to predict.lm (both can be called by simply using predict). I could not get this to return a useful result using the default fitted values (it returns a vector instead of a matrix). My workaround was to define a newdata dataframe consisting of the fitted values and specifying that in the call to predict.rq.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.