summary.rrq: Summary for Restricted Quantile Regression Models

In Qtools: Utilities for Quantiles

Summary for Restricted Quantile Regression Models

Description

This functions gives a summary list for a restricted quantile regression model.

Usage

## S3 method for class 'rrq'
summary(object, alpha = 0.05, se = "boot", R = 50,
	sim = "ordinary", stype = "i", ...)

Arguments

object	an object of class rrq.
alpha	numeric value to determine the confidence level (1-alpha) of the required interval.
se	specifies the method used to compute standard errors. Currently, bootstrap is the only method available.
R	number of bootstrap replications.
sim	see argument sim in boot.
stype	see argument stype in boot.
...	additional arguments for boot in package boot.

Details

A bootstrap approach is used for inference. Future developments of this function will include asymptotic standard errors.

Author(s)

Marco Geraci

References

Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-15.

Davison AC and Hinkley DV (1997). Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge.

He X (1997). Quantile Curves without Crossing. The American Statistician, 51(2), 186-192.

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