sim_bounded {unitquantreg}

Simulated data set

Description

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

Usage

data(sim_bounded, package = "unitquantreg")

Format

data.frame with 1300 observations and 5 columns:

• y1: simulated response variable with constant shape parameter, \theta = 2.

• y2: simulated response variable with regression structure in the shape parameter, \theta_i = \exp(\zeta_i), where \zeta_i = \mathbf{z}_i^\top\,\boldsymbol{\gamma}.

• x: covariate related to \mu_i, i.e., the median.

• z: covariate related to \theta_i, i.e., the shape parameter.

• family: string indicating the family of distribution.

Details

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

Author(s)

André F. B. Menezes