No standard error output in quantile regression using R

Question

I am running a quantile regression (as my residuals in linear regression were not normally distributed) for a study on the association of mediterranean diet and inflammatory markers. As I was building the model I got outputs for beta coefficients and standard error plus p-values, and confidence intervals. However, once I stratified for low and high levels of exercise, there was no longer an output for standard error. Any ideas? enter image description here

Answer 1

By default rq does not returns standard errors, but rather the confidence interval by inverting a rank test. If you want standard errors you have to specify another method for se , such as se="boot" .

Note: the whole point of quantile regression is to move away from means and SD, so this may not be the most adequate estimate for your problem.