CADStat (version 3.0.8)

rq.JGR: Dialog box for calculating a quantile regression

Description

This function receives inputs from the Java GUI for quantile regression and sends these parameters to the quantile regression function.

Arguments

Details

User Interface

Select Analysis Tools -> Quantile Regression from the menus. A dialog box will open. Select the data set of interest from the pull-down menu, or browse for a tab-delimited text file. The Data Subsetting tab can be used to select a subset of the data file by choosing a variable from the pull down menu and then selecting the levels of that variable to include. You can hold down the <CTRL> key to select several levels.

Select a Dependent variable (the variable you wish to model). Select all explanatory (Independent) variables you wish to include in the model. You can hold down the <CTRL> key to select several variables. Note: the dependent variable is in the list of possible independent variables, but it should not be selected as an independent variable.

Type in the quantiles that you wish to estimate in the Quantiles dialog. You may type in up to 8 quantiles, all of which must be between 0 and 1. These must be typed from top to bottom: skipped lines will result in later values being ignored. Be sure that you hit <TAB> or <ENTER> after typing in your last quantile and before hitting Submit, or the last quantile will not register.

Confidence intervals for the regression coefficients are generated only if Compute Confidence Intervals is selected. The confidence level can be changed only after Compute Confidence Intervals is selected.

If Regression Scatterplot is selected, then one scatterplot is plotted for each independent variable, of the dependent versus independent variable with overlaid quantile regression fits. Confidence bounds on the fit are added to the plot if Coefficient Confidence Bands is chosen.

The output is the regression coefficients, with confidence bounds if selected, and scatterplots if selected.

See Also

rq