predict.rqt: Predictions from Quantile Regression Transformation Models

predict.rqtR Documentation

Predictions from Quantile Regression Transformation Models

Description

This function computes predictions based on fitted quantile regression transformation models.

Usage

## S3 method for class 'rqt'
predict(object, newdata, na.action = na.pass,
type = "response", namevec = NULL, ...)

Arguments

object

an object of class rqt.

newdata

an optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.

na.action

function determining what should be done with missing values in newdata. The default is to predict NA.

type

the type of prediction required. The default "response" is on the scale of the response variable, i.e. the values are back-transformed using the inverse of the transformation h^{-1}(Xb); the alternative "link" is on the scale of the linear predictors h(y) = Xb; finally, predictions for marginal effects are given with "maref".

namevec

character giving the name of the covariate with respect to which the marginal effect is to be computed. If type = "maref", this argument is required. See maref.rqt.

...

not used.

Value

a vector or a matrix or an array of predictions.

Author(s)

Marco Geraci

See Also

residuals.rqt, tsrq, coef.rqt, maref.rqt


Qtools documentation built on Nov. 2, 2023, 6:11 p.m.