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Dec 10th, 2016
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  1. library(quantreg)
  2.  
  3. y <- rnorm(200)
  4. x <- matrix(rnorm(123),200)
  5. fit <- rq(y~x,tau=seq(0.05, 0.95, by = 0.05),method="br")
  6.  
  7. summary(fit,se="nid")
  8.  
  9. fit_Matrix<-matrix(0,38,2)
  10.  
  11. for(i in 1:19) for (j in seq(1, 38, by = 2)[i]) for (k in seq(2, 38, by = 2)[i]) {
  12.  
  13. fit_Matrix[j,1]<-summary(fit,se="nid")[[i]]$coefficients[1]
  14. fit_Matrix[j,2]<-summary(fit,se="nid")[[i]]$coefficients[2]
  15.  
  16. fit_Matrix[k,1]<-summary(fit,se="nid")[[i]]$coefficients[1]-1.645*summary(fit,se="nid")[[i]]$coefficients[3];
  17. summary(fit,se="nid")[[i]]$coefficients[1]+1.645*summary(fit,se="nid")[[i]]$coefficients[3]
  18.  
  19. fit_Matrix[k,2]<-summary(fit,se="nid")[[i]]$coefficients[2]-1.645*summary(fit,se="nid")[[1]]$coefficients[4];
  20. summary(fit,se="nid")[[i]]$coefficients[2]-1.645*summary(fit,se="nid")[[i]]$coefficients[4]
  21.  
  22. }
  23.  
  24. library(quantreg)
  25.  
  26. y <- rnorm(200)
  27. x <- matrix(rnorm(123), 200)
  28. fit <- rq(y~x, tau=seq(0.05, 0.95, by = 0.05), method="br")
  29.  
  30. summary(fit, se="nid")
  31.  
  32. fit_Matrix <- matrix(NA, 38, 4)
  33. index.coef <- seq(1, 37, 2)
  34. index.ic <- seq(2, 38, 2)
  35.  
  36. fit_Matrix[index.coef, 1] <- fit$coefficients[1, ]
  37. fit_Matrix[index.coef, 3] <- fit$coefficients[2, ]
  38.  
  39. mult <- 1.645
  40. i <- 1
  41.  
  42. for (j in index.ic){
  43.  
  44. fit_Matrix[j, 1] <- unlist(summary(fit, se="nid")[[i]][3][1])[1] - mult*unlist(summary(fit, se="nid")[[i]][3][1])[3]
  45. fit_Matrix[j, 2] <- unlist(summary(fit, se="nid")[[i]][3][1])[1] + mult*unlist(summary(fit, se="nid")[[i]][3][1])[3]
  46. fit_Matrix[j, 3] <- unlist(summary(fit, se="nid")[[i]][3][1])[2] - mult*unlist(summary(fit, se="nid")[[i]][3][1])[4]
  47. fit_Matrix[j, 4] <- unlist(summary(fit, se="nid")[[i]][3][1])[2] + mult*unlist(summary(fit, se="nid")[[i]][3][1])[4]
  48.  
  49. i <- i+1
  50.  
  51. }
  52.  
  53. fit_Matrix
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