vcov.qrr

This functions returns the variance-covariance matrix of the coefficients of a fitted <code>qrr</code> model object.

 summary

Functions for unconditional and conditional quantiles. These
include methods for transformation-based quantile regression,
quantile-based measures of location, scale and shape, methods for quantiles
of discrete variables, quantile-based multiple imputation, restricted
quantile regression, directional quantile classification, and quantile
ratio regression.
A vignette is given in Geraci (2016, The R Journal) <doi:10.32614/RJ-2016-037> and included in the package.

Marco Geraci

Qtools

Utilities for Quantiles

Alessio Farcomeni

Cinzia Viroli

vcov.qrr function

<dl> <dt>object</dt>
<dd>an object of <code><a href="/link/class?package=Qtools&version=1.5.8" data-mini-rdoc="Qtools::class">class</a></code> <code>qrr</code>.</dd> <dt>method</dt>
<dd>if <code>"approximate"</code>, the variance-covariance estimate is approximated by the inverse of the numerical Hessian. The latter is calculated as detailed in Farcomeni and Geraci (2023). If <code>"boot"</code>, the variance-covariance estimate is calculated by means of ordinary bootstrap (see <code><a href="/link/boot?package=Qtools&version=1.5.8" data-mini-rdoc="Qtools::boot">boot</a></code>).</dd> <dt>R</dt>
<dd>the number of bootstrap replications.</dd> <dt>update</dt>
<dd>logical flag. If <code>TRUE</code> (the default), the statistic to be resampled is obtained via an <code><a href="/link/update?package=Qtools&version=1.5.8" data-mini-rdoc="Qtools::update">update</a></code> of the <code>qrr</code> object. If <code>FALSE</code>, then the statistic to be resampled is obtained via a <code><a href="/link/do.call?package=Qtools&version=1.5.8" data-mini-rdoc="Qtools::do.call">do.call</a></code> of the <code>qrr</code> object. See details.</dd>
 <dt>...</dt>
<dd>not used.</dd>
</dl>

Arguments

Marco Geraci with contributions from Alessio Farcomeni

Author

Variance-Covariance Matrix for a Fitted Quantile Ratio Regression Model Object — vcov.qrr

<dl>

 <dt>object</dt>
<dd>an object of <code><a href='https://rdrr.io/r/base/class.html'>class</a></code> <code>qrr</code>.</dd>

 <dt>method</dt>
<dd>if <code>"approximate"</code>, the variance-covariance estimate is approximated by the inverse of the numerical Hessian. The latter is calculated as detailed in Farcomeni and Geraci (2023). If <code>"boot"</code>, the variance-covariance estimate is calculated by means of ordinary bootstrap (see <code><a href='https://rdrr.io/pkg/boot/man/boot.html'>boot</a></code>).</dd>

 <dt>R</dt>
<dd>the number of bootstrap replications.</dd>

 <dt>update</dt>
<dd>logical flag. If <code>TRUE</code> (the default), the statistic to be resampled is obtained via an <code><a href='https://rdrr.io/r/stats/update.html'>update</a></code> of the <code>qrr</code> object. If <code>FALSE</code>, then the statistic to be resampled is obtained via a <code><a href='https://rdrr.io/r/base/do.call.html'>do.call</a></code> of the <code>qrr</code> object. See details.</dd>


 <dt>...</dt>
<dd>not used.</dd>


</dl>

vcov.qrr: Variance-Covariance Matrix for a Fitted Quantile Ratio Regression Model Object

Description

Usage

Arguments

Author

Details

References

See Also