title: Quantile regression and p-values
body: <p>I am applying guantile regression for my data-set (using R). It is easy to produce the nice scatterplot-image with different quantile regression lines 
  (taus &lt;- c(0.05,0.25,0.75,0.95)).</p>
  
  <p>Problem occurs when I want to produce p-values (in order to see statistical significance of each regression line) for each one of these quantiles. For median quantile (tau=0.5) this is not problematic, but when it comes to for example tau=0.25, I get following error message:</p>
  
  <pre><code>&gt;QRmodel&lt;-rq(y~x,tau=0.25,model=T)
  &gt;summary(QRmodel,se="nid")
  Error in summary.rq(QRmodel, se = "nid") : tau - h &lt; 0:  error in summary.rq
  </code></pre>
  
  <p>What could be the reason for this?</p>
  
  <p>Also: Is it recommendable to mention p-values and coefficients regarding the results of quantile regression model or could it be enough to show just the plot-picture and discuss the results based on that picture?</p>
  
  <p>Best regards, frustrated person</p>