Confidence Intervals for Quantile Regression

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hlearner
Posts: 4
Joined: Tue Feb 26, 2013 11:17 am

Confidence Intervals for Quantile Regression

Postby hlearner » Mon Jan 13, 2020 9:38 am

Hello,
I know I can see a chart of the confidence intervals for various quantile thresholds by going to:
View ->Quantile Process->Process Coefficients-> Graph (specifying my level of confidence.)
How do I see numerically the upper and lower bound of these intervals?
The table, rather than graph, only shows std errors, and the confidence intervals are not symmetric.

Thanks.

EViews Glenn
EViews Developer
Posts: 2627
Joined: Wed Oct 15, 2008 9:17 am

Re: Confidence Intervals for Quantile Regression

Postby EViews Glenn » Mon Jan 13, 2020 10:12 am

We are forming symmetric CIs under the assumption of asymptotic normality, even in the case of bootstrapping, as the latter is for the coefficient covariance and not for the coefficient distribution.


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