On Tue, 10 Jun 2008, Sven Schreiber wrote:
Am 07.06.2008 17:54, Allin Cottrell schrieb:
> > 4) /Graphs/tau sequence -- what does it mean?
>
> You can best see this by estimating a quantile regression with
> more than one tau value and calling up the graph: on the
> x-axis we have tau (the quantile) and on the y-axis we have
> the estimated coefficient plus confidence band.
I'm not too familiar with quantile regressions, but is the term
"sequence" really appropriate here?
Perhaps a better title would be "Coefficients by quantile", but
I'm not going to change it right now.
Allin.