# Talk on quantiles at the R Montreal group

April 23, 2012
By

(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers)

This afternoon, I will be giving a two-hour talk at McGill on quantiles, quantile regressions, confidence regions, bagplots and outliers. Before defining (properly) quantile regressions, we will mention regression on (local) quantiles, as on the graph below, on hurricanes,

In order to illustrate quantile regression, consider the following natality database,

```base=read.table(
"http://freakonometrics.free.fr/natality2005.txt",
header=TRUE,sep=";")```

We can use it produce those nice graphs we can find in several papers, modeling weight of newborns,

```u=seq(.05,.95,by=.01)
coefstd=function(u) summary(rq(WEIGHT~SEX+
SMOKER+WEIGHTGAIN+BIRTHRECORD+AGE+ BLACKM+
BLACKF+COLLEGE,data=base,tau=u))\$coefficients[,2]
coefest=function(u) summary(rq(WEIGHT~SEX+
SMOKER+WEIGHTGAIN+BIRTHRECORD+AGE+ BLACKM+
BLACKF+COLLEGE,data=base,tau=u))\$coefficients[,1]
CS=Vectorize(coefstd)(u)
CE=Vectorize(coefest)(u)```

The slides can be downloaded on the blog, as well as the R-code.

Mcgill3
View more presentations from charthur.

To leave a comment for the author, please follow the link and comment on their blog: Freakonometrics - Tag - R-english.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: , , , , , , , ,

Comments are closed.

# Never miss an update! Subscribe to R-bloggers to receive e-mails with the latest R posts.(You will not see this message again.)

Click here to close (This popup will not appear again)