有没有人会用R做面板分位数回归吗?我已经安装上rqpd安装包了,也看见R中rqpd的实例了,做例子能运行出来,但是不太能看懂,m、n代表什么,套用不上自己的
Examples
set.seed(10)
m <- 3
n <- 10
s <- as.factor(rep(1:n,rep(m,n)))
x <- exp(rnorm(n*m))
u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3)
a <- rep(rnorm(n),rep(m,n))
y <- a + u
fit <- rqpd(y ~ x | s, panel(lambda = 5))
sfit <- summary(fit)
# A CRE model
data(bwd)
cre.form <- dbirwt ~ smoke + dmage + agesq +
novisit + pretri2 + pretri3 | momid3 | smoke +
dmage + agesq
# CRE-M type fit:
crem.fit <- rqpd(cre.form, panel(method="cre"), data=bwd)
# AD type fit:
ad.fit <- rqpd(cre.form, panel(method="cre", cre="ad"), data=bwd,
subset=bwd$idx %in% 1:2)