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###分位数回归####

library(quantreg)  # 载入quantreg包

data(engel)        # 加载quantreg包自带的数据集



##单变量回归

#分位数回归(tau = 0.5)

fit1 = rq(foodexp ~ income, tau = 0.5, data = engel)         

r1 = resid(fit1)   # 得到残差序列，并赋值为变量r1

c1 = coef(fit1)    # 得到模型的系数，并赋值给变量c1

summary(fit1)      # 显示分位数回归的模型和系数

summary(fit1, se = "boot") # 通过设置参数se，可以得到系数的假设检验



#分位数回归(tau = 0.5、0.75)

fit1 = rq(foodexp ~ income, tau = 0.5, data = engel) 

fit2 = rq(foodexp ~ income, tau = 0.75, data = engel)

#模型比较

anova(fit1,fit2)    #方差分析


     
       col=c("#EEEE00","#EE6363"))

#不同分位点的回归比较

fit = rq(foodexp ~ income,  tau = c(0.05,0.25,0.5,0.75,0.95), data = engel)

plot( summary(fit))

##多变量回归

data(barro)

fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.25)

fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.50)

fit3 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.75)

# 替代方式 fit <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, method = "fn", tau = 1:4/5, data = barro)

anova(fit1,fit2,fit3)             # 不同分位点模型比较-方差分析

anova(fit1,fit2,fit3,joint=FALSE)

#画图比较分析

plot(engelfooder,engelincome,pch=20, col = "#2E8B57",

     main = "家庭收入与食品支出的分位数回归",xlab="食品支出",ylab="家庭收入")

lines(fitted(fit1), engel$income,lwd=2, col = "#EEEE00")

lines(fitted(fit2), engel$income,lwd=2, col = "#EE6363")

legend("topright", c("tau=.5","tau=.75"), lty=c(1,1),

       col=c("#EEEE00","#EE6363"))
#不同分位点的回归比较

fit = rq(foodexp ~ income,  tau = c(0.05,0.25,0.5,0.75,0.95), data = engel)

plot( summary(fit))

##多变量回归

data(barro)

fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.25)

fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.50)

fit3 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.75)

# 替代方式 fit <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, method = "fn", tau = 1:4/5, data = barro)

anova(fit1,fit2,fit3)             # 不同分位点模型比较-方差分析

anova(fit1,fit2,fit3,joint=FALSE)

#不同分位点拟合曲线的比较

plot(barro$y.net,pch=20, col = "#2E8B57",

     main = "不同分位点拟合曲线的比较")

lines(fitted(fit1),lwd=2, col = "#FF00FF")

lines(fitted(fit2),lwd=2, col = "#EEEE00")

lines(fitted(fit3),lwd=2, col = "#EE6363")

legend("topright", c("tau=.25","tau=.50","tau=.75"), lty=c(1,1),

       col=c( "#FF00FF","#EEEE00","#EE6363"))