data50j3: Data containing 500 observations generated from the quantile...

Description Usage Details Value References See Also

Description

Data containing 500 observations generated from the quantile ordinal model with 3 outcomes and p = 0.5 (i.e., 50th quantile)

Usage

1

Details

This data contains 500 observations generated from the quantile ordinal model with 3 outcomes at the 50th quantile (i.e., p = 0.5). The model specifications for generating the data are as follows: β = (-4, 6, 5), X ~ Unif(0, 1), and ε ~ AL(0, σ = 1, p = 0.5).

The errors are generated from the asymmetric Laplace distribution using the normal exponential mixture formulation. The cut-points (0, 3) are used to categorize the continuous values into 3 ordinal outcomes.

Value

Returns a list with components

References

Kozumi, H., and Kobayashi, G. (2011). “Gibbs Sampling Methods for Bayesian Quantile Regression.” Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI: 10.1080/00949655.2010.496117

Yu, K., and Zhang, J. (2005). “A Three-Parameter Asymmetric Laplace Distribution.” Communications in Statistics - Theory and Methods, 34(9-10), 1867-1879. DOI: 10.1080/03610920500199018

See Also

mvrnorm, Asymmetric Laplace Distribution


bqror documentation built on Sept. 28, 2021, 5:07 p.m.

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