Rのパネルデータモデルの結果を解釈するには? 私のデータについて、パネル データを使用した分位点回帰アプローチに対する Koenker (2004) の提案の適応形式を推定します。
rq.fit.panel <- function(X,Y,s,w,taus,lambda)
{
require(SparseM)
require(quantreg)
K <- length(w)
if(K != length(taus))
stop("length of w and taus must match")
X <- as.matrix(X)
p <- ncol(X)
n <- length(levels(as.factor(s)))
N <- length(y)
if(N != length(s) || N != nrow(X))
stop("dimensions of y,X,s must match")
Z <- as.matrix.csr(model.matrix(~as.factor(s)-1))
Fidelity <- cbind(as(w,"matrix.diag.csr") %x% X,w %x% Z)
Penalty <- cbind(as.matrix.csr(0,n,K*p),lambda*as(n,"matrix.diag.csr"))
D <- rbind(Fidelity,Penalty)
y <- c(w %x% y,rep(0,n))
a <- c((w*(1-taus)) %x% (t(X)%*%rep(1,N)),
sum(w*(1-taus)) * (t(Z) %*% rep(1,N)) + lambda * rep(1,n))
rq.fit.sfn(D,y,rhs=a)
}enter code here
bdeduc2<-read.table("dados_rq.txt", header=T)
z<-c("inter","ne","no","su","co")
X<-bdeduc2[,z]
y<-bdeduc2$scoreedu
s<-bdeduc2$uf
w<-c(0.1,0.25,0.5,0.25,0.1)
taus<-c(0.1,0.25,0.5,0.75,0.9)
lambda<-1
しかし、以下の結果を特定することはできません。
$coef
[1] 1.02281339 -0.18750668 -0.13688807 -0.04180458 -0.01367417 1.02872440 -0.18055062 -0.13003224 -0.03829135 -0.01409369 1.03377335 -0.16649845 -0.11669812
[14] -0.03854060 -0.01438620 1.03851101 -0.15328087 -0.10440359 -0.03871744 -0.01465492 1.04330584 -0.14660960 -0.09670756 -0.03465501 -0.01430647 -0.29187982
[27] -0.21831160 -0.11295134 -0.21530494 -0.15664777 -0.13840296 -0.03224749 -0.11692122 -0.11237144 -0.15112171 -0.10385352 -0.08385934 -0.16090525 -0.30349309
[40] -0.16121494 -0.03106264 -0.16299994 -0.03182579 -0.22271685 -0.08251486 -0.29031224 -0.19680023 -0.20004209 -0.05601186 -0.21140762 -0.04254752 -0.01864703
$ierr
[1] 0
$it
[1] 16
$time
[1] 0
##summary rq
summary(rq)
Length Class Mode
coef 52 -none- numeric
ierr 1 -none- numeric
it 1 -none- numeric
time 1 -none- numeric