This functions gives a summary list for a restricted quantile regression model.
# S3 method for rrq
summary(object, alpha = 0.05, se = "boot", R = 50,
sim = "ordinary", stype = "i", ...)
an object of class rrq.
numeric value to determine the confidence level (1-alpha) of the required interval.
specifies the method used to compute standard errors. Currently, bootstrap is the only method available.
number of bootstrap replications.
see argument sim in boot.
see argument stype in boot.
additional arguments for boot in package boot.
Marco Geraci
A bootstrap approach is used for inference. Future developments of this function will include asymptotic standard errors.
Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-15.
Davison AC and Hinkley DV (1997). Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge.
He X (1997). Quantile Curves without Crossing. The American Statistician, 51(2), 186-192.