Returns a summary list for a L1 regression fit. A null value will be returned if printing is invoked.
# S3 method for regL1
summary(
object,
se = NULL,
covariance = FALSE,
hs = TRUE,
U = NULL,
gamma = 0.7,
...
)No return value, called for side effects.
Object returned from regL1 representing the fit of the L1 model.
specifies the method used to compute standard standard errors. There are currently seven available methods: "rank", "iid", "nid", "ker", "boot", "BLB", "conquer" and "extreme".
logical flag to indicate whether the full covariance matrix of the estimated parameters should be returned.
Use Hall Sheather bandwidth for sparsity estimation If false revert to Bofinger bandwidth.
Resampling indices or gradient evaluations used for bootstrap, see summary.rq and boot.rq for more details.
parameter controlling the effective sample size of the'bag of little bootstrap samples that will be b = n^gamma where n is the sample size of the original model.
Optional arguments. See summary.rq for more details.
regL1 for fitting linear L1 models.
summary.rq summary methods for Quantile Regression.