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Confidence Intervals for Quantile Regression

Posted: Mon Jan 13, 2020 9:38 am
by hlearner
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.

Re: Confidence Intervals for Quantile Regression

Posted: Mon Jan 13, 2020 10:12 am
by EViews Glenn
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.