I am using the quantreg package to build a quantile regression model and
wish to generate confidence intervals for the fitted values.
After fitting the model, I have tried running predict() and
predict.rq(), but in each case I obtain a vector of the fitted values
only.
For example:
library(quantreg)
y<-rnorm(50,10,2)
x<-seq(1,50,1)
model<-rq(y~x,tau=0.5,method="br",model=TRUE)
model$fitted
predict(model,type=c("percentile"),interval=c("confidence"),level=0.95)
#returns same output as model$fitted
Am I missing something obvious? I have tried altering the settings for
the type and interval arguments but without success.
(I am running R v 2.10.1).
Thank you for your help.
Regards,
Andrew Davey
Senior Consultant
Tel: + 44 (0) 1793 865023
Mob: +44 (0) 7747 863190
Fax: + 44 (0) 1793 865001
E-mail: andrew.da...@wrcplc.co.uk
Website: www.wrcplc.co.uk
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