sim_bounded {unitquantreg}R Documentation

Simulated data set

Description

This data set was simulated from all families of distributions available in unitquantreg package considering the median, i.e., τ=0.5\tau=0.5.

Usage

data(sim_bounded, package = "unitquantreg")

Format

data.frame with 1300 observations and 5 columns:

Details

There are two response variable, namely y1 and y2. The former was simulated considering a regression structure for μ\mu and one covariate simulated from a standard uniform distribution, where the true vector of coefficients for μ\mu is β=(1,2)\boldsymbol{\beta} = (1, 2) and θ=2\theta = 2. The latter was simulated assuming a regression structure for both μ\mu and θ\theta (shape parameter) and only one independent covariates simulated from two standard uniform distributions. The true vectors of coefficients for μ\mu and θ\theta are β=(1,2)\boldsymbol{\beta} = (1, 2) and γ=(1,1)\boldsymbol{\gamma} = (-1, 1), respectively.

Author(s)

André F. B. Menezes


[Package unitquantreg version 0.0.6 Index]