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