[R] Quantile Regression and R

[Frank Harrell]

Dear Peter,

Quantile regression is a nice tool but one that requires some statistical
training in order to use it and interpret the results properly.  I suggest
backing up a bit.

Frank


Sheldrick,
	Peter (Specialty Casualty UW Support) wrote:
> 
> Sir or Madam:
> 
> I am new to R and the use of quantile regeression.  In addition, I am a
> finance person not a true statistcian.  Basic regression form is Y =
> (Coefficient * Variable) + Error Term
> 
> I have results from a quantile regression where I used the Barro and
> Roberts method with bootstrapping for standard errors.  
> 
> I am now taking another set of data and applying the quantile regression
> equation to determine accuracy.  I am doing this in Excel so I can share
> with my business customer.  I think I need to add the error term to my
> prediction but I cannot seem to find it in the summary output of the
> quantile regression nor does my Google search reveal how it is
> calculated if there is one.
> 
> Any help would be appreciated.  Thanks.
> 
> Regards,
> Peter D. Sheldrick
> Hartford Financial Services Group
> 
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-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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