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Nonlinear Quantile Regression Store Options

This dialog lets you save results from a Nonlinear Quantile regression. These results are saved when an analysis is run and must be specified before running an analysis.

Save

After selecting the appropriate boxes, type names for the data structures into the corresponding fields. The table below indicates the type of structures formed for each item.

Estimates Variate Estimated values of nonlinear and linear parameters, and the constant if fitted.
Residuals Variate Residuals from quantile regression.
Fitted values Variate Fitted values from the quantile regression.
Lower confidence limits of fitted values Variate Lower confidence limit of fitted values(requires bootstrapping to be performed).
Lower confidence limits of fitted values Variate Upper confidence limit of fitted values for each quantile (requires bootstrapping to be performed).
Lower confidence limits of estimates Variate Lower confidence limit of estimates (requires bootstrapping to be performed).
Upper confidence limits of estimates Variate Upper confidence limit of estimates (requires bootstrapping to be performed).
Standard errors of estimates Variate Standard errors of the estimates (requires bootstrapping to be performed).
Variance covariance matrix Symmetric matrix Variance-covariance matrix of estimates (requires bootstrapping to be performed).
Objective function Scalar Optimal values of the objective function SUM(e*(Q – (e > 0))) where e = Y – Fitted value.

Display in spreadsheet

Select this to display the results in a new spreadsheet window.

Action Icons

Clear Clear all fields and list boxes.
Help Open the Help topic for this dialog.

See also

Updated on March 28, 2019

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