summary.rqpd: Summary method for Panel Data Quantile Regression (rqpd).

In rqpd: Regression Quantiles for Panel Data

Description

Returns a summary list for a panel data quantile regression fit.

Usage

## S3 method for class 'rqpd'
summary(object, se = "boot", covariance = FALSE, ...)

Arguments

object	This is an object of class rqpd produced by a call to rqpd().
se	Specifies the method used to compute standard standard errors. There is currently only one method: "boot" which implements a weighted x-y bootstrap, see boot.rqpd.
covariance	logical flag to indicate whether the full covariance matrix of the estimated parameters should be returned.
...	Optional arguments to summary, e.g. R for number of bootstrapping. iterations, see boot.rq

Value

a list is returned with the following components.

coefficients	a p by 4 matrix consisting of the coefficients, their estimated standard errors, their t-statistics, and their associated p-values.
cov	the estimated covariance matrix for the coefficients in the model, provided that cov=TRUE in the called sequence.

See Also

rqpd boot.rqpd

rqpd documentation built on May 2, 2019, 4:54 p.m.