sigma_est {AdjBQR}R Documentation

Estimation of the Scale Parameter for Quantile Regression

Description

Estimation of the Scale Parameter for Quantile Regression

Usage

sigma_est(y, x)

Arguments

y

the response vector

x

the design matrix with one in the first column corresponding to the intercept

Value

the estimated scale parameter sigma


[Package AdjBQR version 1.0 Index]