| summary.bootwrq {weightQuant} | R Documentation |
Summary of a quantile regression model
Description
The function provides a summary of quantile regression estimation. Standard erros and p values are obtained from a bootstrap procedure.
Usage
## S3 method for class 'bootwrq'
summary(object, ...)
Arguments
object |
results from bootstrap estimations obtained with bootwrq function |
... |
additional arguments. If a quantile regression model estimated with rq function from quantreg package is specified, the function uses these estimated coefficients as results. Otherwise, the coefficients are obtained as the mean over the B estimated coefficients from the bootstrap results. |
Value
A list containing :
results0 |
a matrix with 3 columns containing the results (coefficients, standard erros and p-values) without computing the weights in each bootstrap sample. Or NULL if the bootstrap results are obtained with wcompute=1. |
results1 |
a matrix with 3 columns containing the results (coefficients, standard erros and p-values) with re-estimated weights on each bootstrap sample. Or NULL if the bootstrap results are obtained with wcompute=0. |
Author(s)
Viviane Philipps