View source: R/ALDqr_case_deletion.R
Calculate the case-deletion coefficience of the MLE estimation of quantile regression
1 | ALDqr_case_deletion(y, x, tau, error, iter)
|
y |
Response variable in quantile regression model |
x |
Predictors in quantile regression model. Note that: x is the independent variable matrix which including the intercept. That means, if the dimension of independent variables is p and the sample size is n, x is a n times p+1 matrix with the first column being one. |
tau |
Quantile |
error |
The EM algorithm accuracy of error used in MLE estimation |
iter |
The iteration frequancy for EM algorithm used in MLE estimation |
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