summary.rrq {Qtools}

Summary for Restricted Quantile Regression Models

Description

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

Usage

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

Arguments

object

an object of class rrq.

alpha

numeric value to determine the confidence level (1-alpha) of the required interval.

se

specifies the method used to compute standard errors. Currently, bootstrap is the only method available.

R

number of bootstrap replications.

sim

see argument sim in boot.

stype

see argument stype in boot.

...

additional arguments for boot in package boot.

Details

A bootstrap approach is used for inference. Future developments of this function will include asymptotic standard errors.

Author(s)

Marco Geraci

References

Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-15.

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

He X (1997). Quantile Curves without Crossing. The American Statistician, 51(2), 186-192.