me implies 0 expenditure, then all (quantile)
Engel curves pass through the origin and
one might want to impose this. On the other hand maybe not...
> From: Roger Koenker
> Sent: β06-β10-β2015 07:09 PM
> To: Lorenz, David
> Cc: r-help@r-project.org
> Subject: Re: [R] Quantile R
e that.
> >
> >
> >
> >> Date: Mon, 5 Oct 2015 21:14:04 +0530
> >> From: Preetam Pal
> >> To: stephen sefick
> >> Cc: "r-help@r-project.org"
> >> Subject: Re: [R] Quantile Regression without intercept
> >> Mess
To wit:
> y <- rnorm(100, 10)
> x <- 1:100
> sum(resid(lm(y~x)))
[1] 1.047773e-15
> sum(resid(lm(y~x-1)))
[1] 243.0583
and replicating this should convince you that the mean residual really is not
zero in the severely misspecified model with no intercept. (This has to do with
the fact that resi
ate: Mon, 5 Oct 2015 21:14:04 +0530
> >> From: Preetam Pal
> >> To: stephen sefick
> >> Cc: "r-help@r-project.org"
> >> Subject: Re: [R] Quantile Regression without intercept
> >> Message-ID: <56129a41.025f440a.b1cf4.f...@mx.google.com>
> &g
>> Date: Mon, 5 Oct 2015 21:14:04 +0530
> >> From: Preetam Pal
> >> To: stephen sefick
> >> Cc: "r-help@r-project.org"
> >> Subject: Re: [R] Quantile Regression without intercept
> >> Message-ID: <56129a41.025f440a.b1cf4.f...@mx.goo
etam Pal
>> To: stephen sefick
>> Cc: "r-help@r-project.org"
>> Subject: Re: [R] Quantile Regression without intercept
>> Message-ID: <56129a41.025f440a.b1cf4.f...@mx.google.com>
>> Content-Type: text/plain; charset="UTF-8"
>>
>> Ye
:04 +0530
> From: Preetam Pal
> To: stephen sefick
> Cc: "r-help@r-project.org"
> Subject: Re: [R] Quantile Regression without intercept
> Message-ID: <56129a41.025f440a.b1cf4.f...@mx.google.com>
> Content-Type: text/plain; charset="UTF-8"
>
> Ye
Yes..it works. Thanks π
-Original Message-
From: "stephen sefick"
Sent: β05-β10-β2015 09:01 PM
To: "Preetam Pal"
Cc: "r-help@r-project.org"
Subject: Re: [R] Quantile Regression without intercept
I have never used this, but does the formula inter
I have never used this, but does the formula interface work like lm? Y~X-1?
On Mon, Oct 5, 2015 at 10:27 AM, Preetam Pal wrote:
> Hi guys,
>
> Can you instruct me please how to run quantile regression without the
> intercept term? I only know about the rq function under quantreg package,
> but i
as for lm() or any other linear model fittingβ¦.
rq( y ~ x - 1, β¦ )
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678U
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