summary.rqt: Summary for Quantile Regression Tranformation Models

In Qtools: Utilities for Quantiles

Description

This functions gives a summary list for a quantile regression transformation model.

Usage

## S3 method for class 'rqt'
summary(object, alpha = 0.05, se = "boot", R = 50,
	sim = "ordinary", stype = "i", conditional = FALSE, ...)

Arguments

object	an object of class rqt.
alpha	numeric value to determine the confidence level (1-alpha) of the required interval.
se	specifies the method used to compute standard errors for conditional (conditional = TRUE) inference on regression coefficients (see argument se in summary.rq). For unconditional inference (conditional = FALSE), bootstrap is the only method available.
R	number of bootstrap replications.
sim	see argument sim in boot.
stype	see argument stype in boot.
conditional	logical flag. If TRUE, the transformation parameter is assumed to be known and conditional inference is carried out.
...	if conditional = TRUE, additional arguments for summary.rq in package quantreg. If conditional = FALSE, additional arguments for boot in package boot.

Details

If inference is carried out conditionally on the transformation parameter (ie, assuming this is known rather than estimated), any type of summary for regression quantiles can be used (see summary.rq). In general, conditional standard errors of the regression coefficients will be underestimated (Mu and He, 2007). A bootstrap approach is used for unconditional inference.

Author(s)

Marco Geraci

References

Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-11.

Davison AC and Hinkley DV (1997). Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge.

Geraci M and Jones MC. Improved transformation-based quantile regression. Canadian Journal of Statistics 2015;43(1):118-132.

Mu YM, He XM. Power transformation toward a linear regression quantile. Journal of the American Statistical Association 2007;102(477):269-279.

See Also

tsrq, rcrq, tsrq2 or nlrq2

Qtools documentation built on May 2, 2019, 6:09 p.m.