[R] plotting a summary.rq object in using pkg quantreg

roger koenker roger at ysidro.econ.uiuc.edu
Tue Jul 24 20:00:00 CEST 2007


Package questions to package maintainers....  please.

The short answer is that your alpha = .4 parameter needs to
be passed to  summary not to plot.  Try this:

> plot(summary(rq(foodexp~income,tau = 1:49/50,data=engel),alpha =. 
> 4), nrow=1,
> ncol=2, ols = TRUE)

A longer answer would involve a boring disquisition about various  
fitting methods
and standard error estimation methods and their historical evolution  
and defaults.
(By default rank-based confidence bands are being used for the engel  
data since
the sample size is relatively small.)

Regarding your more fundamental question:  you can always modify   
functions
such as summary.rq or plot.summary.rqs  -- see for example ?fix.




url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820


On Jul 24, 2007, at 11:07 AM, Jeff G. wrote:

> Hello,
>
> I am having problems adjusting the plot output from the quantreg
> package.  Anyone know what I'm doing wrong?
>
> For example (borrowing from the help files):
>
> plot(summary(rq(foodexp~income,tau = 1:49/50,data=engel)), nrow=1,
> ncol=2,alpha = .4, ols = TRUE, xlab="test")
>
> The "alpha=" parameter seems to have no effect on my output, even  
> when I
> set it to a ridiculous value like 0.4.  Also, though in the help  
> file it
> says |"...| = optional arguments to plot", "xlab" (as an example)  
> seems
> to do nothing.  If the answer is that I should extract the values I  
> need
> and construct the plot I want independently of the rq.process object,
> that it okay I suppose, if inefficient.  Maybe a more fundamental
> question is how do I get in and see how plot is working in this  
> case so
> that I can modify.
>
> Thanks much!
>
> J
>
> P.S.  I've explored using plot.summary.rqs but the problems seem to be
> the same.
>
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