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- library(quantreg)
- y <- rnorm(200)
- x <- matrix(rnorm(123),200)
- fit <- rq(y~x,tau=seq(0.05, 0.95, by = 0.05),method="br")
- summary(fit,se="nid")
- fit_Matrix<-matrix(0,38,2)
- for(i in 1:19) for (j in seq(1, 38, by = 2)[i]) for (k in seq(2, 38, by = 2)[i]) {
- fit_Matrix[j,1]<-summary(fit,se="nid")[[i]]$coefficients[1]
- fit_Matrix[j,2]<-summary(fit,se="nid")[[i]]$coefficients[2]
- fit_Matrix[k,1]<-summary(fit,se="nid")[[i]]$coefficients[1]-1.645*summary(fit,se="nid")[[i]]$coefficients[3];
- summary(fit,se="nid")[[i]]$coefficients[1]+1.645*summary(fit,se="nid")[[i]]$coefficients[3]
- fit_Matrix[k,2]<-summary(fit,se="nid")[[i]]$coefficients[2]-1.645*summary(fit,se="nid")[[1]]$coefficients[4];
- summary(fit,se="nid")[[i]]$coefficients[2]-1.645*summary(fit,se="nid")[[i]]$coefficients[4]
- }
- library(quantreg)
- y <- rnorm(200)
- x <- matrix(rnorm(123), 200)
- fit <- rq(y~x, tau=seq(0.05, 0.95, by = 0.05), method="br")
- summary(fit, se="nid")
- fit_Matrix <- matrix(NA, 38, 4)
- index.coef <- seq(1, 37, 2)
- index.ic <- seq(2, 38, 2)
- fit_Matrix[index.coef, 1] <- fit$coefficients[1, ]
- fit_Matrix[index.coef, 3] <- fit$coefficients[2, ]
- mult <- 1.645
- i <- 1
- for (j in index.ic){
- fit_Matrix[j, 1] <- unlist(summary(fit, se="nid")[[i]][3][1])[1] - mult*unlist(summary(fit, se="nid")[[i]][3][1])[3]
- fit_Matrix[j, 2] <- unlist(summary(fit, se="nid")[[i]][3][1])[1] + mult*unlist(summary(fit, se="nid")[[i]][3][1])[3]
- fit_Matrix[j, 3] <- unlist(summary(fit, se="nid")[[i]][3][1])[2] - mult*unlist(summary(fit, se="nid")[[i]][3][1])[4]
- fit_Matrix[j, 4] <- unlist(summary(fit, se="nid")[[i]][3][1])[2] + mult*unlist(summary(fit, se="nid")[[i]][3][1])[4]
- i <- i+1
- }
- fit_Matrix
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