Quantile Regression in R

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  • Опубліковано 29 вер 2024
  • This video goes through the quantile regression package in R, running the different commands and graphically illustrating the difference with the quantile regression and OLS.
    Created by Justin S. Eloriaga
    Website: justineloriaga.com

КОМЕНТАРІ • 12

  • @brazilfootball
    @brazilfootball 2 роки тому +1

    What does comparing OLS to the quantile regression plot tell us?
    Can you share your code too, please?

  • @hemantjoshi5034
    @hemantjoshi5034 Рік тому

    Thank you Justin for this informative tutorial. How we can draw plot - OLS vs Quantile Regression, as depicted in video, when our model is rq(A~C+D+E+G,data=d,tau=0.25) and other plot like fitting linear and quantile regression line in the initial plot. If you can explain this, it will be highly appreciated

  • @yakuburayyan6443
    @yakuburayyan6443 Рік тому

    Please i will need the codes in order to follow the presentation more practically. Thank you

  • @heshamamin2765
    @heshamamin2765 2 роки тому

    Overall effects of categorical variables
    I am doing quantile regression in R ; the dependent variable is a count variable and I have categorical predictors. Some of the categorical variables with 4 levels, in the parameter estimates table I get results for the 3 levels of the categorical variable compared to the level I have set as the reference.
    How to get the overall effects of categorical variables for quantile regression model. In multiple linear regression it is possible to get the overall effect by function “anova(model)”. When I perform the same function with a quantile regression model did not give same output.

  • @omarabdelrahman4454
    @omarabdelrahman4454 3 роки тому

    What is the quantile regression equivalent of R-Squared?

  • @rubynimesh6791
    @rubynimesh6791 2 роки тому

    well explained . would love to see it further with some three dimensional graphs.

  • @nelywardani
    @nelywardani 2 роки тому

    Sir, how to get anova table from quntile regression?

  • @NathalieDeLaCruzAquino
    @NathalieDeLaCruzAquino 2 роки тому

    How does one interpret the coefficient of a quantile regression? in plain terms

  • @rimmeriem5883
    @rimmeriem5883 3 роки тому

    slm Sir, do you have a video about 'Midas -ardl' in R thank you

  • @rashashawky365
    @rashashawky365 2 роки тому

    thank you, I couldn't find the code

  • @nirajpaija7310
    @nirajpaija7310 3 роки тому

    Please panel Quantile ARDL in R.

  • @happylearning2982
    @happylearning2982 2 роки тому

    May we please get the code?