lambda_mle

Function to estimate lambda via MLE

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) <doi:10.1080/0094965042000223680>, Elian et al. (2000) <doi:10.1080/03610920008832518> and Dodge (1997) <doi:10.1006/jmva.1997.1666>. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) <doi:10.2307/1270952>.

Kevin Rodrigues

diagL1

Routines for Fit, Inference and Diagnostics in Linear L1 and LAD
Models

Kevin Allan Sales Rodrigues

Silvia Nagib Elian

lambda_mle function

<dl><dt>model</dt>
<dd>A linear model L1 fitted with the <code>rq</code> function from the <code>quantreg</code> package.</dd></dl>

Arguments

Function to estimate lambda via MLE — lambda_mle

<dl>

<dt>model</dt>
<dd>A linear model L1 fitted with the <code>rq</code> function from the <code>quantreg</code> package.</dd>

</dl>

lambda_mle: Function to estimate lambda via MLE

Description

Usage

Value

Arguments

Examples