Get significance level (p-value) of a model with quantreg

Asked Jun 19 '19 at 13:19

Active Jun 19 '19 at 13:21

Viewed 55 times

set.seed(5)
library(quantreg)
d <- data.frame(x=seq(-5, 5, len=51))

d$y <- 50 - 0.3*d$x^2 + rnorm(nrow(d))

Taus <- c(0.1,0.3,0.5,0.7,0.9)

QR<-rq(y ~ 1 + x + I(x^2)+I(x^3), tau=Taus, data=d)

I need to find the p-value for the estimated coefficients of this model

edited Jun 19 '19 at 13:21

NelsonGon

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asked Jun 19 '19 at 13:19

Hanan

`data` is `d`, right? – NelsonGon Jun 19 '19 at 13:22
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`summary(QR)` gives the confidence intervals – jay.sf Jun 19 '19 at 13:25
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Welcome to Stack Overflow. Il like your nice & complete first post. Does this help? https://stackoverflow.com/questions/7914192/r-package-quantreg-extract-p-values – wibeasley Jun 19 '19 at 13:25
Also maybe https://stackoverflow.com/questions/12052351/quantile-regression-and-p-values-getting-more-decimal-places – wibeasley Jun 19 '19 at 13:27
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`sapply(summary(QR, se="boot"), '[', "coefficients")` in case you wonder why the linked dupe won't work in your case – jay.sf Jun 19 '19 at 13:33
@NelsonGon yes data=d, which is the data frame of the variables – Hanan Jun 19 '19 at 13:58
@jay.sf yes only the confidence interval but I need more info about the parameters sign and model as well – Hanan Jun 19 '19 at 13:58
run code comments above – jay.sf Jun 19 '19 at 14:02
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@wibeasley thankxx it do help – Hanan Jun 19 '19 at 14:06

Get significance level (p-value) of a model with quantreg

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