This function can be used to construct standard errors, t-statistics, and p-values for rqpd models.

1 |

`ids` |
The ids defining the panel structure |

`X` |
The main part of the regression design matrix |

`Z` |
The augmented part of the design matrix. |

`y` |
The regression response vector |

`panel` |
The model configuration options. |

`control` |
Control argument for the fitting routines (see 'sfn.control'). |

`R` |
The number of bootstrap replications |

`bsmethod` |
The method to be employed. There are (as yet) only one option: bsmethod = "wxy" that uses the generalized bootstrap of Bose and Chatterjee (2003) with unit exponential weights sampled for each individual rather than each observation, see also Chamberlain and Imbens (2003). |

`...` |
Optional arguments to control bootstrapping |

A matrix of dimension R by p is returned with the R bootstrap-estimates of the vector of quantile regression parameters.

Roger Koenker and Stefan Holst Bache

[1] Bose, A. and S. Chatterjee, (2003) Generalized bootstrap for estimators
of minimizers of convex functions, *J. Stat. Planning and Inf*, 117, 225-239.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.