summary.bootwrq: Summary of a quantile regression model

Description Usage Arguments Value Author(s)

View source: R/summary.bootwrq.R

Description

The function provides a summary of quantile regression estimation. Standard erros and p values are obtained from a bootstrap procedure.

Usage

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## S3 method for class 'bootwrq'
summary(object, ...)

Arguments

object

results from bootstrap estimations obtained with bootwrq function

...

additional arguments. If a quantile regression model estimated with rq function from quantreg package is specified, the function uses these estimated coefficients as results. Otherwise, the coefficients are obtained as the mean over the B estimated coefficients from the bootstrap results.

Value

A list containing :

results0

a matrix with 3 columns containing the results (coefficients, standard erros and p-values) without computing the weights in each bootstrap sample. Or NULL if the bootstrap results are obtained with wcompute=1.

results1

a matrix with 3 columns containing the results (coefficients, standard erros and p-values) with re-estimated weights on each bootstrap sample. Or NULL if the bootstrap results are obtained with wcompute=0.

Author(s)

Viviane Philipps


weightQuant documentation built on Jan. 5, 2022, 5:08 p.m.