i do not know how to plot quantile estimates along ols with robust errors
I have an OLS model which was on heteroscastic data, so i use white robust standard errors instead like:
coeftest2 <-coeftest(lmquant, vcov = vcovHC(lmquant, type = "HC0"))
the i have done my quantile regression like:
q.fit10 = rq(lmquant, tau = 0.10)
q.fit25 = rq(lmquant, tau = 0.250)
q.fit50 = rq(lmquant, tau = 0.50)
q.fit75 = rq(lmquant, tau = 0.750)
q.fit90 = rq(lmquant, tau = 0.90)
screenreg(list(coeftest2,q.fit10, q.fit25, q.fit50, q.fit75, q.fit90),
digits = 3,
stars = c(0.001, 0.01, 0.05, 0.1))
now i want to plot both things in same plot, however i can only plot the quantile regression with the ols model without robust standard errors.
I have done this but do not know how to use white robust ols estimates and confidence interval instead.
taus_d <- c(0.1, 0.25, 0.5, 0.75, 0.9)
q.fit_d <- rq(lmquant, tau = taus_d)
plot(summary(q.fit_d, se = "boot", level = 0.95))
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