[R] Quantile Regression without intercept

[Roger Koenker]

> On Oct 6, 2015, at 7:58 AM, Lorenz, David <lorenz at usgs.gov> wrote:
> 
> Did you verify that the correct percentages were above/below the regression
> lines? I did a quick check and for example did not consistently get 50% of
> the observed response values greater than the tau=.5 line. I did when I
> included the nonzero intercept term.

Your "correct percentages" are only correct when you have an intercept in the model,
without an intercept there is no gradient condition to ensure that.
> 
> 
> 
>> Date: Mon, 5 Oct 2015 21:14:04 +0530
>> From: Preetam Pal <lordpreetam at gmail.com>
>> To: stephen sefick <ssefick at gmail.com>
>> Cc: "r-help at r-project.org" <r-help at r-project.org>
>> Subject: Re: [R] Quantile Regression without intercept
>> Message-ID: <56129a41.025f440a.b1cf4.fffff5ee at mx.google.com>
>> Content-Type: text/plain; charset="UTF-8"
>> 
>> Yes..it works. .... Thanks ??
>> 
>> -----Original Message-----
>> From: "stephen sefick" <ssefick at gmail.com>
>> Sent: ?05-?10-?2015 09:01 PM
>> To: "Preetam Pal" <lordpreetam at gmail.com>
>> Cc: "r-help at r-project.org" <r-help at r-project.org>
>> Subject: Re: [R] Quantile Regression without intercept
>> 
>> 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 <lordpreetam at gmail.com>
>> 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 it automatically uses an intercept model. Icant change that, it seems.
>> 
>> I have numeric data on Y variable (Gdp) and 2 X variables (Hpa and
>> Unemployment). Their sizes are 125 each.
>> 
>> Appreciate your help with this.
>> 
>> Regards,
>> Preetam
>>        [[alternative HTML version deleted]]
>> 
>> ______________________________________________
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>> 
>> 
>> 
>> 
>> 
>> --
>> 
>> Stephen Sefick
>> **************************************************
>> Auburn University
>> Biological Sciences
>> 331 Funchess Hall
>> Auburn, Alabama
>> 36849
>> **************************************************
>> sas0025 at auburn.edu
>> http://www.auburn.edu/~sas0025
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>> 
>> Let's not spend our time and resources thinking about things that are so
>> little or so large that all they really do for us is puff us up and make us
>> feel like gods.  We are mammals, and have not exhausted the annoying little
>> problems of being mammals.
>> 
>>                                -K. Mullis
>> 
>> "A big computer, a complex algorithm and a long time does not equal
>> science."
>> 
>>                              -Robert Gentleman
>>        [[alternative HTML version deleted]]
>> 
>> 
>> 
>> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.