vcov.gcrq: Variance-Covariance Matrix for a Fitted 'gcrq' Model

In quantregGrowth: Growth Charts via Smooth Regression Quantiles with Automatic Smoothness Estimation and Additive Terms

Description

Returns the variance-covariance matrix of the parameter estimates of a fitted gcrq model object.

Usage

## S3 method for class 'gcrq'
vcov(object, term, type=c("sandw","boot"), ...)

Arguments

object	a fitted model object of class "gcrq" returned by gcrq().
term	if specified the returned covariance matrix includes entries relevant to parameter estimates for that 'term' only. If missing, the returned matrices refer to all model parameter estimates. Currently term is not allowed.
type	Which cov matrix should be returned? 'boot' means case-resampling bootstrap (see n.boot in gcrq()), 'sandw' mean via the sandwich formula.
...	additional arguments.

Details

If the "gcrq" object includes results from bootstrap runs (namely the component boot.coef is not NULL), Bootstrap-based covariance matrix is computable only if the object fit has been obtained by specifying n.boot>0 in vcov.gcrq().

Value

A list (with length equal to the length of tau specified in gcrq) of square matrices. Namely the list includes the covariance matrices of the parameter estimates for each regression quantile curve.

Author(s)

Vito Muggeo

See Also

summary.gcrq

quantregGrowth documentation built on March 27, 2021, 9:06 a.m.