diagnose: Plotting the Objective Function
In yuchang0321/IVQR: IVQR: Instrumental Variable Quantile Regression

Description Usage Arguments Value Examples

Plotting the Objective Function

1	diagnose(object, i = 1, size = 0.05, trim = NULL, GMM_only = 0)

`object`	An ivqr object returned from the function `ivqr()`
`i`	index of specific quantile to inspect. For example, if argument `taus = c(0.25,0.5,0.75)` was used as an input of `ivqr()` , specify `i=2` for the median.
`size`	the size of the test. Default is 0.05.
`trim`	a vector of two number indicating the lower and upper bounds of the quantiles to inspect.

A plot of the objective function as well as the (asymptotical) first order conditions evaluated at the coefficient estimates.

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data(ivqr_eg)
fit <- ivqr(y ~ d | z | x, c(0.25,0.5,0.75), grid = seq(-2,2,0.2), data = ivqr_eg)
diagnose(fit,2) # Plot the objective function at the median.