lqmm (version 1.04)

boot.lqm: Bootstrapping Linear Quantile Models

Description

This function is used to obtain a bootstrap sample of a fitted LQM.

Usage

boot.lqm(object, R = 50, seed = round(runif(1, 1, 10000)), startQR = FALSE)

Arguments

object

an object of class "lqm".

R

number of bootstrap replications.

seed

optional random generator seed.

startQR

logical flag. If TRUE the estimated parameters in object are used as starting values in lqm.fit.gs applied to bootstrap samples. Otherwise starting values are based on

Value

• An object of class boot.lqm is a data frame with R rows and npars columns containing the bootstrap estimates of theta. If object contains results for multiple quantiles, boot.lqm returns an array of dimension c(R,npars,nt), where nt is the length of tau. The following attributes are available:
• tau
  index of the quantile(s).
• estimated
  the estimated parameter as given by object.
• R
  number of bootstrap replications.
• seed
  the random number generator seed used to produce the bootstrap sample.
• npars
  total numer of parameters.
• rdf
  the number of residual degrees of freedom.
• indices
  the bootstrap sample of independent data units.

See Also

lqm, summary.lqm, lqmControl.

Examples

set.seed(123)
n <- 500
test <- data.frame(x = runif(n,0,1))
test$y <- 30 + test$x + rnorm(n)
fit.lqm <- lqm(y ~ x, data = test, tau = 0.5)
boot.lqm(fit.lqm)