Table of Quantile Regression Results
DESCRIPTION:
Function to produce a table of quantile regression results for a group
of specified quantiles.
USAGE:
table.rq(formula, taus=c(0.05, 0.25, 0.5, 0.75, 0.95), method="br", ...)
REQUIRED ARGUMENTS:
OPTIONAL ARGUMENTS:
- formula
-
formula for the linear model, see rq()
- taus
-
quantiles of interest
- method
-
algorithmic method, for large problems method="fn" would be preferred.
- ...
-
other optional arguments passed to rq()
VALUE:
The function returns an array with dimensions (p,m,3), where p is the dimension
of the parameter vector of the model specified by formula, m is the number
of quantiles specified by tau. For each coefficient at each tau there
is a point estimate and lower and upper limits of a confidence interval.
The object returned is of class table.rq and can be plotted, or formatted
into a latex style table.
DETAILS:
This is only implemented for method="br", but modifications for "fn"
would be quite straightforward.
SEE ALSO:
rq, rq.fit.br, plot.table.rq, latex.table.rq
EXAMPLES:
plot(table.rq(stack.loss~stack.x)#plot results of a quantile regression
latex.table.rq(table.rq(stack.loss~stack.x))#make latex table