楼主: edward2537
3482 3

[问答] R Quantile Regression 的 confidence interval 怎麼跑? [推广有奖]

  • 0关注
  • 0粉丝

学前班

60%

还不是VIP/贵宾

-

威望
0
论坛币
2 个
通用积分
0
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
26 点
帖子
3
精华
0
在线时间
0 小时
注册时间
2012-11-2
最后登录
2012-11-3

楼主
edward2537 发表于 2012-11-2 01:23:42 |AI写论文

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
library(SparseM)
library(quantreg)
RD1=read.table("18-18.txt",header=TRUE)
RD1
Fixed.wired.Internetsubscriptionsper100inhabitants=RD1[1:78,
Fixedtelephonelinesper100inhabitants=RD1[1:78,2:2]
population_density=RD1[1:78,3:3]
GDP_PER_CAPITA=RD1[1:78,4:4]
fit1=rq(Fixed.wired.Internetsubscriptionsper100inhabitants~Fixedtelephonelinesper100inhabitants+population_density+GDP_PER_CAPITA,tau=c(0.05,0.25,0.5,0.75,0.95),data=RD1)
fit1


> confint(fit1,level=0.95)
Error in UseMethod("vcov") :
no applicable method for 'vcov' applied to an object of class "rqs"


我哪裡打錯了嗎?
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:regression confidence regressio quantile Interval library Error

沙发
ywh19860616 发表于 2012-11-2 08:24:43
summary(fit1)没有结果吗?
一份耕耘,一份收获。

藤椅
edward2537 发表于 2012-11-2 16:13:15
> summary(fit1,se="boot")

Call: rq(formula = Fixed.wired.Internetsubscriptionsper100inhabitants ~
Fixedtelephonelinesper100inhabitants + population_density +
GDP_PER_CAPITA, tau = c(0.05, 0.25, 0.5, 0.75, 0.95),
data = RD1)

tau: [1] 0.05

Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -2.28359 1.38271 -1.65153 0.10287
Fixedtelephonelinesper100inhabitants 0.23708 0.09440 2.51146 0.01421
population_density 0.00086 0.00127 0.67946 0.49897
GDP_PER_CAPITA 0.00007 0.00009 0.74140 0.46080

Call: rq(formula = Fixed.wired.Internetsubscriptionsper100inhabitants ~
Fixedtelephonelinesper100inhabitants + population_density +
GDP_PER_CAPITA, tau = c(0.05, 0.25, 0.5, 0.75, 0.95),
data = RD1)

tau: [1] 0.25

Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -1.91703 1.35011 -1.41990 0.15984
Fixedtelephonelinesper100inhabitants 0.26346 0.11604 2.27053 0.02609
population_density 0.00055 0.00143 0.38272 0.70302
GDP_PER_CAPITA 0.00019 0.00011 1.75389 0.08359

Call: rq(formula = Fixed.wired.Internetsubscriptionsper100inhabitants ~
Fixedtelephonelinesper100inhabitants + population_density +
GDP_PER_CAPITA, tau = c(0.05, 0.25, 0.5, 0.75, 0.95),
data = RD1)

tau: [1] 0.5

Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -1.45516 0.77641 -1.87422 0.06485
Fixedtelephonelinesper100inhabitants 0.36948 0.10434 3.54092 0.00069
population_density 0.00022 0.00121 0.18305 0.85526
GDP_PER_CAPITA 0.00024 0.00011 2.15242 0.03463

Call: rq(formula = Fixed.wired.Internetsubscriptionsper100inhabitants ~
Fixedtelephonelinesper100inhabitants + population_density +
GDP_PER_CAPITA, tau = c(0.05, 0.25, 0.5, 0.75, 0.95),
data = RD1)

tau: [1] 0.75

Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -0.59898 0.28577 -2.09603 0.03950
Fixedtelephonelinesper100inhabitants 0.40807 0.10233 3.98780 0.00016
population_density 0.00151 0.00114 1.32090 0.19061
GDP_PER_CAPITA 0.00024 0.00011 2.20931 0.03025

Call: rq(formula = Fixed.wired.Internetsubscriptionsper100inhabitants ~
Fixedtelephonelinesper100inhabitants + population_density +
GDP_PER_CAPITA, tau = c(0.05, 0.25, 0.5, 0.75, 0.95),
data = RD1)

tau: [1] 0.95

Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -0.30633 2.28814 -0.13388 0.89386
Fixedtelephonelinesper100inhabitants 0.57010 0.16291 3.49956 0.00079
population_density 0.00198 0.00119 1.65866 0.10142
GDP_PER_CAPITA 0.00016 0.00019 0.86980 0.38722
> confint(fit1)
Error in UseMethod("vcov") :
no applicable method for 'vcov' applied to an object of class "rqs"

板凳
edward2537 发表于 2012-11-2 16:14:03
要怎麼跑出confidence interval ??

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注cda
拉您进交流群
GMT+8, 2025-12-9 09:24