quantreg (version 3.03)

summary.rq: Summary method for Quantile Regression

Description

Returns a summary list for a quantile regression fit. A null value will be returned if printing is invoked.

Usage

summary.rq(object, se="nid", covariance=T, hs = T)

Arguments

object

This is an object of class "rq" produced by a call to rq().

se

specifies the method used to compute standard standard errors. There are currently three available methods:

1. "iid"which presumes that the errors are iid and computes an estimate of the asymptotic covariance matrix as i

covariance

logical flag to indicate whether the full covariance matrix of the estimated parameters should be returned.

hs

Use Hall Sheather bandwidth for sparsity estimation If false revert to Bofinger bandwidth.