Panel Data Quantile Regression Object
Description
These are objects of class "rqpd"
.
They represent the fit of a panel data quantile function model.
Details
The coefficients and residuals may be extracted
by the generic functions of the same name, rather than
by the $
operator.
Generation
This class of objects is returned from the rqpd
function
to represent a fitted panel data quantile regression model.
Methods
The "rqpd"
class of objects has methods for the following generic
functions:
coef
, print
, print.summary
, summary
.
Structure
The following components must be included in a legitimate rqpd
object.
coefficients

The coefficients of the quantile regression fit. The names of the coefficients are the names of the singledegreeoffreedom effects (the columns of the model matrix) augmented by the quantile index, tau.
residuals

the residuals from the fit.
contrasts

a list containing sufficient information to construct the contrasts used to fit any factors occurring in the model. The list contains entries that are either matrices or character vectors. When a factor is coded by contrasts, the corresponding contrast matrix is stored in this list. Factors that appear only as dummy variables and variables in the model that are matrices correspond to character vectors in the list. The character vector has the level names for a factor or the column labels for a matrix.
X

The model matrix in csr format.
Z

Either an incidence matrix with fixedeffects indicators, or CRE variables. Stored in csr format.
y

The response vector.
taus

The vector of quantile indices.
panel

The list with model configurations.
control

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

Vector of ids defining the panel structure.
formula

The formula object given to rqpd.
call

The rqpd call.
ierr

Error code reported by
rq.fit.sfn
. it

Number of iterations used by the solver
rq.fit.sfn
.
See Also
rqpd
, coefficients
, summary
.
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