Quantile Regression in R
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- Опубликовано: 16 май 2021
- This video goes through the quantile regression package in R, running the different commands and graphically illustrating the difference with the quantile regression and OLS.
Created by Justin S. Eloriaga
Website: justineloriaga.com
Thank you Justin for this informative tutorial. How we can draw plot - OLS vs Quantile Regression, as depicted in video, when our model is rq(A~C+D+E+G,data=d,tau=0.25) and other plot like fitting linear and quantile regression line in the initial plot. If you can explain this, it will be highly appreciated
well explained . would love to see it further with some three dimensional graphs.
Overall effects of categorical variables
I am doing quantile regression in R ; the dependent variable is a count variable and I have categorical predictors. Some of the categorical variables with 4 levels, in the parameter estimates table I get results for the 3 levels of the categorical variable compared to the level I have set as the reference.
How to get the overall effects of categorical variables for quantile regression model. In multiple linear regression it is possible to get the overall effect by function “anova(model)”. When I perform the same function with a quantile regression model did not give same output.
What does comparing OLS to the quantile regression plot tell us?
Can you share your code too, please?
slm Sir, do you have a video about 'Midas -ardl' in R thank you
Sir, how to get anova table from quntile regression?
What is the quantile regression equivalent of R-Squared?
How does one interpret the coefficient of a quantile regression? in plain terms
Please i will need the codes in order to follow the presentation more practically. Thank you
May we please get the code?
thank you, I couldn't find the code
Please panel Quantile ARDL in R.