ALDqr_case_deletion

Response variable in quantile regression model

Predictors in quantile regression model.
Note that: x is the independent variable matrix which including
the intercept. That means, if the dimension of independent
variables is p and the sample size is n, x is a n times p+1
matrix with the first column being one.

The EM algorithm accuracy of error used in MLE estimation

error

The iteration frequancy for EM algorithm used in MLE
estimation

iter

Calculate the case-deletion coefficience of the MLE estimation of
quantile regression

Diagnostics methods for quantile regression models for detecting influential observations:
robust distance methods for general quantile regression models; generalized Cook's distance and
Q-function distance method for quantile regression models using aymmetric Laplace distribution. Reference
of this method can be found in Luis E. Benites, V<c3><ad>ctor H. Lachos, Filidor E. Vilca (2015) <arXiv:1509.05099v1>;
mean posterior probability and Kullback<e2><80><93>Leibler divergence methods for Bayes quantile regression model.
Reference of this method is Bruno Santos, Heleno Bolfarine (2016) <arXiv:1601.07344v1>.

ALDqr_case_deletion: Calculate the case-deletion coefficience of the MLE estimation of quantile regression

Description

Usage

Arguments