[R] Making rq and bootcov play nice

[John Gardner]

Amazing! Thanks Frank.

- John

On Fri, Jul 24, 2009 at 7:23 PM, Frank E Harrell
Jr<f.harrell at vanderbilt.edu> wrote:
> Quantile regression is now supported in the Design package and bootcov has
> been updated accordingly.  To get the new code run
>
> require(Design)
> source('http://biostat.mc.vanderbilt.edu/cgi-bin/viewvc.cgi/*checkout*/Design/trunk/R/bootcov.s')
> source('http://biostat.mc.vanderbilt.edu/cgi-bin/viewvc.cgi/*checkout*/Design/trunk/R/Rq.s')
> f <- Rq(y ~ rcs(age,4)*sex, x=TRUE, y=TRUE, tau=.25)
> b <- bootcov(f, B=1000, pr=TRUE)
> nomogram(f)
> anova(b)
> summary(b, age=c(21,65), sex='male')
>
> This allows one to do quantile regression (but only one tau at a time) and
> get effect plots, nomograms, anova, general contrasts, etc.
>
> Frank
>
>
> John Gardner wrote:
>>
>> I have a quick question, and I apologize in advance if, in asking, I
>> expose my woeful ignorance of R and its packages. I am trying to use
>> the bootcov function to estimate the standard errors for some
>> regression quantiles using a cluster bootstrap. However, it seems that
>> bootcov passes arguments that rq.fit doesn't like, preventing the
>> command from executing. Here is an example:
>>
>>  e<-bootcov(rq(y~x),clust,B=10,fitter=rq.fit)
>>
>> (where clust is my clustering variable) results in
>>
>> Error in rq.fit.br(x, y, tau = tau, ...) :
>>  unused argument(s) (maxit = 15, penalty.matrix = NULL)
>>
>> In contrast, the lm.fit function seems to just ignore these arguments,
>> resulting in the following warning:
>>
>> 10: In fitter(X[obs, , drop = FALSE], Y[obs, , drop = FALSE], maxit =
>> maxit,  :
>>  extra arguments maxitpenalty.matrix are just disregarded.
>>
>> Is there a way that I can either (a) modify bootcov so that it doesn't
>> pass these arguments or (b) modify rq so that it ignores them?
>>
>> Thanks in advance,
>> John Gardner
>>
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
> --
> Frank E Harrell Jr   Professor and Chair           School of Medicine
>                     Department of Biostatistics   Vanderbilt University
>