methods-unitquantreg: Methods for 'unitquantreg' and 'unitquantregs' objects

In AndrMenezes/unitquantreg: Parametric Quantile Regression Models for Bounded Data

Methods for unitquantreg and unitquantregs objects

Description

Methods for extracting information from fitted regression models objects of class unitquantreg and unitquantregs.

Usage

## S3 method for class 'unitquantreg'
print(x, digits = max(4, getOption("digits") - 3), ...)

## S3 method for class 'unitquantreg'
summary(object, correlation = FALSE, ...)

## S3 method for class 'unitquantreg'
coef(object, type = c("full", "quantile", "shape"), ...)

## S3 method for class 'unitquantreg'
vcov(object, ...)

## S3 method for class 'unitquantreg'
logLik(object, ...)

## S3 method for class 'unitquantreg'
confint(object, parm, level = 0.95, ...)

## S3 method for class 'unitquantreg'
fitted(object, type = c("quantile", "shape", "full"), ...)

## S3 method for class 'unitquantreg'
terms(x, type = c("quantile", "shape"), ...)

## S3 method for class 'unitquantreg'
model.frame(formula, ...)

## S3 method for class 'unitquantreg'
model.matrix(object, type = c("quantile", "shape"), ...)

## S3 method for class 'unitquantreg'
update(object, formula., ..., evaluate = TRUE)

## S3 method for class 'unitquantregs'
print(x, digits = max(3, getOption("digits") - 3), ...)

## S3 method for class 'unitquantregs'
summary(object, digits = max(3, getOption("digits") - 3), ...)

Arguments

digits	minimal number of significant digits.
...	additional argument(s) for methods. Currently not used.
object, x	fitted model object of class unitquantreg.
correlation	logical; if TRUE, the correlation matrix of the estimated parameters is returned and printed. Default is FALSE.
type	character indicating type of fitted values to return.
parm	a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
level	the confidence level required.
formula	an R formula.
formula.	Changes to the formula see update.formula for details.
evaluate	If true evaluate the new call else return the call.

Value

The summary method gives Wald tests for the regressions coefficients based on the observed Fisher information matrix. As usual the summary method returns a list with relevant model statistics and estimates, which can be printed using the print method.

The coef, vcov, confint and fitted methods can be use to extract, respectively, the estimated coefficients, the estimated covariance matrix, the Wald confidence intervals, and fitted values.

A logLik method is also provide, then the AIC function can be use to calculated the Akaike Information Criterion.

The generic methods terms, model.frame, model.matrix, update and are also provided.

Author(s)

André F. B. Menezes

Examples

data(sim_bounded, package = "unitquantreg")
sim_bounded_curr <- sim_bounded[sim_bounded$family == "uweibull", ]
fit_1 <- unitquantreg(formula = y1 ~ x + z + I(x^2) | z + x,
                      data = sim_bounded_curr,
                      family = "uweibull",
                      tau = 0.5, link.theta = "log")
fit_1
summary(fit_1)
vcov(fit_1)
coef(fit_1)
confint(fit_1)
terms(fit_1)
model.frame(fit_1)[1:5, ]
model.matrix(fit_1)[1:5, ]
update(fit_1, . ~ . -x)
update(fit_1, . ~ . -z)
update(fit_1, . ~ . -I(x^2))
update(fit_1, . ~ . | . -z)
update(fit_1, . ~ . | . -x)

AndrMenezes/unitquantreg documentation built on Sept. 12, 2023, 10:39 p.m.