[R] Retrieve regression summary results after rq

Camila Mendes cacamendes85 at gmail.com
Thu Sep 27 12:32:56 CEST 2012


Hi all, I appreciate your help.

Here are a sample of my script. I appreciate any help.

David, I will go ahead and try your suggestion as well.

Thanks.

----------------------------------------------------
library(survey)
clust<- svydesign(id=id, weights=wtper, strata=strat, data=data)
summary(clust)
library(quantreg)
library(lmtest)
library(car)
library(stats)

#OLS Model
fitols<-(svyglm(y~sch_2+sch_3+sch_4, clust))

# Quantile reg

bclus1<-as.svrepdesign(clust,type="bootstrap",replicates=100)
fit1<- withReplicates(bclus1,quote(coef(rq(y~sch_2+sch_3+sch_4,
tau=c(0.05,0.25,0.5,0.75,0.95),weights=pesonorm))))

# Model diagnosis
coefficients(fit1)
            tau= 0.05 tau= 0.25     tau= 0.50 tau= 0.75 tau= 0.95
(Intercept)      2340      2980  3.300000e+03      3750 4360.0000
sch_2        185       -30 -5.500000e+01      -250 -360.0000
sch_3        155        20  5.032317e-16      -200 -245.0000
sch_4         65        20 -1.500000e+01      -200 -309.9998

confint(fit1,level=0.95)
2.5 % 97.5 %

summary(fit1)
   tau= 0.05        tau= 0.25        tau= 0.50        tau= 0.75
 Min.   :  65.0   Min.   : -30.0   Min.   : -55.0   Min.   :-250.0
 1st Qu.: 132.5   1st Qu.:   7.5   1st Qu.: -25.0   1st Qu.:-212.5
 Median : 170.0   Median :  20.0   Median :  -7.5   Median :-200.0
 Mean   : 686.2   Mean   : 747.5   Mean   : 807.5   Mean   : 775.0
 3rd Qu.: 723.8   3rd Qu.: 760.0   3rd Qu.: 825.0   3rd Qu.: 787.5
 Max.   :2340.0   Max.   :2980.0   Max.   :3300.0   Max.   :3750.0
   tau= 0.95
 Min.   :-360.0
 1st Qu.:-322.5
 Median :-277.5
 Mean   : 861.3
 3rd Qu.: 906.2
 Max.   :4360.0




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