# What are the red lines in quantile regression plot (quantreg package)?

Using plot.rq in the quantreg package in R, we can plot the coefficient estimate distribution, and get something like this:

What are the dotted red lines? Extensive googling has revealed that the middle one is the average of all 99 estimates, but still don't know about the dotted red line.

• Extensive googling had it wrong: these are the OLS estimates and its SE Nov 4, 2012 at 9:31
• @user603 (i) Do you have a reference for this? (ii) Do you mean the CI? Is this 95% or 99%?
– user14281
Nov 4, 2012 at 11:05
• @AndreSilva: thanks for bringing this question to the fore. Also, thanks for editing the plots in my answer. Feb 15, 2014 at 18:39

library(quantreg)
xx   <- engel$income-mean(engel$income)
fit1 <- summary(rq(engel$foodexp~xx,tau=1:9/10)) plot(fit1, parm=2)  I can now overplot, in green, the usual OLS estimates and it's (5-95)% confidence interval: fit2 <- lm(foodexp~xx, data=engel) abline(h=summary(fit2)$coef[2],
col="green", lwd=3, lty=2)                                           #$abline(h=summary(fit2)$coef[2] + qt(0.95,fit2$df)*summary(fit2)$coef[4],
col="green", lwd=3, lty=2)                                           #$abline(h=summary(fit2)$coef[2] + qt(0.05,fit2$df)*summary(fit2)$coef[4],