[Gretl-users] Re: A query re the equation version of quantile regression.
Am 11.01.2021 um 16:01 schrieb Brian Revell:
It is possible to save an equation version in the quantile
regression
option of Robust methods modelling. However, there is nothing in the
User guide to indicate which quantile it relates to.
Well, the equation view is really barebones, it doesn't even mention
what kind of model it is in the first place. In my view even the
information there about the residual (abs.) sum could be removed, don't
know why that one was chosen to be shown.
But the quantile is chosen by the user at the specification stage.
Default is the median (0.5). This is shown as tau in the standard model
output.
cheers
sven