quantreg: engel – R documentation

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engel

Engel Data

Description

Engel food expenditure data used in Koenker and Bassett(1982). This is a regression data set consisting of 235 observations on income and expenditure on food for Belgian working class households.

Usage

data(engel)

Format

A data frame containing 235 observations on 2 variables

income: annual household income in Belgian francs
foodexp: annual household food expenditure in Belgian francs

References

Koenker, R. and Bassett, G (1982) Robust Tests of Heteroscedasticity based on Regression Quantiles; Econometrica 50, 43–61.

Examples

## See also    demo("engel1")
##             --------------

data(engel)
plot(engel, log = "xy",
     main = "'engel' data  (log - log scale)")
plot(log10(foodexp) ~ log10(income), data = engel,
     main = "'engel' data  (log10 - transformed)")
taus <- c(.15, .25, .50, .75, .95, .99)
rqs <- as.list(taus)
for(i in seq(along = taus)) {
  rqs[[i]] <- rq(log10(foodexp) ~ log10(income), tau = taus[i], data = engel)
  lines(log10(engel$income), fitted(rqs[[i]]), col = i+1)
}
legend("bottomright", paste("tau = ", taus), inset = .04,
       col = 2:(length(taus)+1), lty=1)

quantreg

Quantile Regression

v5.85

GPL (>= 2)

Authors

Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Blaise Melly [ctb] (Contributions to preprocessing code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb] (author of several linpack routines), Yousef Saad [ctb] (author of sparskit2), Victor Chernozhukov [ctb] (contributions to extreme value inference code), Ivan Fernandez-Val [ctb] (contributions to extreme value inference code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)

Initial release