CODEWITHSUNDEEP
rregressionquantile
Murphy
Murphy

Reputation: 9

No standard error output in quantile regression using R

I am running a quantile regression (as my residuals in linear regression were not normally distributed) for a study on the association of mediterranean diet and inflammatory markers. As I was building the model I got outputs for beta coefficients and standard error plus p-values, and confidence intervals. However, once I stratified for low and high levels of exercise, there was no longer an output for standard error. Any ideas?enter image description here

Upvotes: 0

Views: 843

Answers (1)

user2974951
user2974951

Reputation: 10375

By default rq does not returns standard errors, but rather the confidence interval by inverting a rank test. If you want standard errors you have to specify another method for se, such as se="boot".

Note: the whole point of quantile regression is to move away from means and SD, so this may not be the most adequate estimate for your problem.

Upvotes: 1

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