summary and print methods for class gcrq
# S3 method for gcrq
summary(object, type=c("sandw","boot"), digits = max(3, getOption("digits") - 3),
signif.stars =getOption("show.signif.stars"), ...)
An object of class "gcrq".
Which covariance matrix should be used to compute the estimate standard errors? 'boot' means case-resampling bootstrap (see n.boot in gcrq()), 'sandw' mean via the sandwich formula.
controls number of digits printed in output.
Should significance stars be printed?
further arguments.
Vito M.R. Muggeo
summary.gcrq returns some information on the fitted quantile curve at different probability values, such as the estimates, standard errors, values of check (objective) function values at solution. Currently there is no print.summary.gcrq method, so
summary.gcrq itself prints results.
The SIC returned by print.gcrq and summary.gcrq is computed as \(\log(\rho_\tau/n) + \log(n) edf/(2 n)\), where \(\rho_tau\) is the usual asymmetric sum of residuals (in absolute value). For multiple \(J\) quantiles it is \(\log(\sum_\tau\rho_\tau/(n J)) + \log(n J) edf/(2 n J)\). Note that computation of SIC in AIC.gcrq relies on the Laplace assumption for the response.
gcrq