Re: [R] Confidence interval on quantile regression predictions

2011-01-11 Thread Roger Koenker
You need to add explicitly newdata = list(x=x) and if you want percentile method you also need se = "boot". Roger Koenker rkoen...@illinois.edu On Jan 11, 2011, at 3:54 AM, Davey, Andrew wrote: > I am using the quantreg package to build a quantile regression model and > wish to generate conf

[R] Confidence interval on quantile regression predictions

2011-01-11 Thread Davey, Andrew
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(quant