Qtools (version 1.0)

summary.rqt: Summary for Quantile Regression Tranformation Models

Description

This functions gives a summary list for a quantile regression transformation model.

Usage

## S3 method for class 'rqt':
summary(object, alpha = 0.05, se = "boot", R = 50,
	sim = "ordinary", stype = "i", conditional = FALSE, ...)

Details

If inference is carried out conditionally on the transformation parameter (ie, assuming this is known rather than estimated), any type of summary for regression quantiles can be used (see summary.rq). In general, conditional standard errors of the regression coefficients will be underestimated (Mu and He, 2007). A bootstrap approach is used for unconditional inference.

References

Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-11. Davison AC and Hinkley DV (1997). Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge. Geraci M and Jones MC. Improved transformation-based quantile regression. Canadian Journal of Statistics 2015;43(1):118-132. Mu YM, He XM. Power transformation toward a linear regression quantile. Journal of the American Statistical Association 2007;102(477):269-279.

See Also

tsrq, rcrq, tsrq2 or nlrq2