Description Usage Arguments Details References See Also Examples

Returns a summary list for an Unconditional Quantile Regression Fit.

1 |

`urq` |
an object of class |

`R` |
the number of bootstrap replications to be used. |

`seed` |
random number generator. |

`colour` |
colour of plot: default is lightblue. |

`confidence` |
significance level. |

`graph` |
boolean, if |

`cluster` |
column name of variable to be used in order to obtain cluster robust standard errors and confidence intervals. |

`BC` |
plot option: If set to |

This function provides standard errors and confidence intervals for the Recentered Influence Function regression fit `urq`

. If the cluster option is used, standard errors are cluster robust according to the variable supplied by the user, otherwise observations are assumed to be iid.
Inference is obtained though a bayesian bootstrap drawing observation (or cluster) weights from a Dirichlet distribution.
If the option graph is TRUE, then a quantile plot is provided showing estimates and confidence intervals (t approximation) or Bias-Corrected (BC) intervals. Confidence intervals using the BC percentile method typically require 1000 or more replications.

Rubin, D. B. (1981). The bayesian bootstrap. The annals of statistics, 9(1), 130-134.

Efron, B. and R. J. Tibshirani. Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical science (1986): 54-75.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
### example for cross-sectional data ###
data(engel)
formula=foodexp ~ income
rifreg=urq(formula=formula,data=engel)
summary=urqCI(urq = rifreg,R = 10,graph = TRUE,seed = 1234)
### example for panel data ###
data(trust)
formula=Trust_in_the_ECB~Trust_in_the_EU+Trust_in_National_Government
cre=~Trust_in_the_EU+Trust_in_National_Government
rif=urq(formula,data=trust,cre=cre,id="countryname")
summary=urqCI(urq = rif,R = 10,graph = TRUE,seed = 1234,cluster="countryname")
``` |

```
Loading required package: Hmisc
Loading required package: lattice
Loading required package: survival
Loading required package: Formula
Loading required package: ggplot2
Attaching package: 'Hmisc'
The following objects are masked from 'package:base':
format.pval, round.POSIXt, trunc.POSIXt, units
Loading required package: gtools
Bootstrapping
Number of replications is small, please consider increasing it.Bootstrapping
Number of replications is small, please consider increasing it.
```

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