[R] Weighted Quantile Regression as a function of Tau and Weights array

[Preetam Pal]

Sorry, forgot to attach the data.

On Tue, Jan 26, 2016 at 11:56 PM, Preetam Pal <lordpreetam at gmail.com> wrote:

> I have a dataset (attached) on numeric variables y, gdp, hpa and fx. I
> intend to perform weighted quantile regression on this data set (i.e. y on
> the remaining variables) and extract the estimated coefficients. I want to
> do this as a bivariate function of the quantile tau and the weights array.
> Can you help me with how to write the function and also how to invoke it?
> This might be very basic, but I have very limited exposure to coding, hence
> any help would be really appreciated.
> Regards,
> Preetam
>



-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.
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GDP	HPA	FX	Y
0.514662421	0.635997077	1.37802145	1.773342598
0.936722	3.127683176	1.391916535	3.709809052
0.101482324	1.270555421	0.831157511	0.226267793
0.017548634	2.456061547	1.003945759	9.510258161
0.236462416	0.988324147	0.223682679	5.026671536
0.372005149	2.177631629	0.904226065	4.219235789
0.153915709	4.620341653	0.033410743	3.17396006
0.524887329	1.050861084	0.518201484	7.950098612
0.776616937	0.503349512	0.666089868	3.320938471
0.760074361	3.635853456	0.470220952	6.380945175
0.802986662	1.260738545	0.452674872	1.036040804
0.375145127	0.20035625	1.837306306	6.486871565
0.002568896	3.532359526	0.556752154	8.536594244
0.754309276	3.952381767	0.247402168	8.559081716
0.585966577	4.01463047	1.184382133	0.148121669
0.39767356	1.553753452	0.983129422	5.378373676
0.859898623	4.73191381	0.828795696	3.367809329
0.741376169	4.993350692	1.758051281	5.516460988
0.329240391	3.465836416	1.701655508	1.249497907
0.078661064	3.298298811	0.04575857	5.132921426
0.270971873	0.46627043	1.739487411	4.94697541
0.731072625	0.940642982	0.728747166	7.583041122
0.385038046	3.51048946	0.021866584	7.361148458
0.530760376	1.204422978	0.415530715	1.163503483
0.555323667	4.777712592	1.844184811	8.596644394