[Gretl-users] Re: A query re the equation version of quantile regression.

On Mon, 11 Jan 2021, Sven Schreiber wrote: > Am 11.01.2021 um 17:37 schrieb Brian Revell: >> I estimated 0.1 0.2 0.5 and 0.9 quantiles. THe equation constant and >> slope appeared to fall between the 0.1 and 0.2 quantiles. I first >> compared the equation coefficients with the 0.5 quantile estimates-but >> there was no similarity with the coefficients >> Hope that is clear. > > OK, when I estimate several quantiles at once (didn't remember that that > was possible!) I can confirm that when I choose (from the model window) > File -> View as equation there is a _single_ equation shown which has > mysterious coefficients, meaning they do not or only partly match > coefficients in the full output. > > Could be a bug alright, or else I agree it needs to be explained! Thanks > for reporting it. "View as equation" should not be enabled for multi-tau quantreg estimates. That's now fixed in git. What was shown was actually an initial set of OLS estimates, which are just for internal use. Allin_______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/