library(quantreg)

load("smallincome.rda")

attach(data)

# Basic : lm vs rq

lm(wage~educ+exper+union+married+nonwhite+female)

m1 <- rq(wage~educ+exper+union+married+nonwhite+female,tau=0.5)

m1$coef

m1$resid

m1$fitted


# Model comparisons : across tau's?


m2 <- rq(wage~educ+exper+union+married+nonwhite+female,tau=0.4)

anova(m1,m2)


m3 <- rq(wage~educ+exper+union+married+nonwhite+female,tau=0.6)


anova(m1,m3,joint=FALSE)


# Arrays of quantiles


m <- summary(rq(wage~educ+exper+union+nonwhite+female,tau=(1:9)/10))

plot(m)