Re: [R] Quantile Regression without intercept

2015-10-07 Thread Roger Koenker
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: β€Ž06-β€Ž10-β€Ž2015 07:09 PM > To: Lorenz, David > Cc: r-help@r-project.org > Subject: Re: [R] Quantile R

Re: [R] Quantile Regression without intercept

2015-10-07 Thread Preetam Pal
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

Re: [R] Quantile Regression without intercept

2015-10-06 Thread peter dalgaard
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

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker
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

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David
>> 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

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Roger Koenker
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

Re: [R] Quantile Regression without intercept

2015-10-06 Thread Lorenz, David
: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

Re: [R] Quantile Regression without intercept

2015-10-05 Thread Preetam Pal
Yes..it works. Thanks πŸ˜ƒ -Original Message- From: "stephen sefick" Sent: β€Ž05-β€Ž10-β€Ž2015 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

Re: [R] Quantile Regression without intercept

2015-10-05 Thread stephen sefick
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

Re: [R] Quantile Regression without intercept

2015-10-05 Thread Roger Koenker
as for lm() or any other linear model fitting…. rq( y ~ x - 1, … ) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678U