qrBoot {cdfquantreg}R Documentation

Bootstrapping for cdf quantile regression

Description

qrBoot provides a simple bootstrapping method for estimating the parameters of a cdf quantile regression model.

Usage

qrBoot(object, rn, f = coef, R = 500, ci = 0.95)

Arguments

object

The fitted cdfqr model object

rn

The sample size of bootstrap samples

f

A function whose one argument is the name of a cdfqr object that will be applied to the updated cdfqr object to compute the statistics of interest. The default is coef.

R

Number of bootstrap samples.

ci

The confidence interval level to obtain the bootstrap confidence intervals

Value

A matrix that includes the original statistics, bootstrap means, and bootstrap confidence intervals

Examples

data(cdfqrExampleData)
fit <- cdfquantreg(crc99 ~ vert | confl, 't2', 't2', data = JurorData)
qrBoot(fit, rn = 50, R = 50)


[Package cdfquantreg version 1.2.5 Index]