loglike_unitquantreg

Internal functions using in <code>unitquantreg.fit</code>
to compute the negative log-likelihood function, the score vector and the hessian
matrix using analytic expressions written in <code>C++</code>.

A collection of parametric quantile regression models for bounded data. At present, the package provides 13 parametric quantile regression models. It can specify regression structure for any quantile and shape parameters. It also provides several S3 methods to extract information from fitted model, such as residual analysis, prediction, plotting, and model comparison. For more computation efficient the [dpqr]'s, likelihood, score and hessian functions are written in C++. For further details see Mazucheli et. al (2022) <doi:10.1016/j.cmpb.2022.106816>.

André F. B. Menezes

unitquantreg

Parametric Quantile Regression Models for Bounded Data

Josmar Mazucheli

loglike_unitquantreg function

<dl><dt>par</dt>
<dd>vector of regression model coefficients for \(\mu\) and/or
\(\theta\).</dd>
<dt>tau</dt>
<dd>quantile level, value between 0 and 1.</dd>
<dt>family</dt>
<dd>specify the distribution family name.</dd>
<dt>linkobj, linkobj.theta</dt>
<dd>a function, usually obtained from
<code><a href="/link/make.link?package=unitquantreg&version=0.0.6" data-mini-rdoc="unitquantreg::make.link">make.link</a></code> for link function of \(\mu\) and \(\theta\),
respectively.</dd>
<dt>X</dt>
<dd>design matrix related to the \(\mu\) parameter.</dd>
<dt>Z</dt>
<dd>design matrix related to the \(\theta\) parameter.</dd>
<dt>y</dt>
<dd>vector of response variable.</dd></dl>

Arguments

Log-likelihood, score vector and hessian matrix. — loglike_unitquantreg

<dl>

<dt>par</dt>
<dd>vector of regression model coefficients for \(\mu\) and/or
\(\theta\).</dd>


<dt>tau</dt>
<dd>quantile level, value between 0 and 1.</dd>


<dt>family</dt>
<dd>specify the distribution family name.</dd>


<dt>linkobj, linkobj.theta</dt>
<dd>a function, usually obtained from
<code><a href='https://rdrr.io/r/stats/make.link.html'>make.link</a></code> for link function of \(\mu\) and \(\theta\),
respectively.</dd>


<dt>X</dt>
<dd>design matrix related to the \(\mu\) parameter.</dd>


<dt>Z</dt>
<dd>design matrix related to the \(\theta\) parameter.</dd>


<dt>y</dt>
<dd>vector of response variable.</dd>

</dl>

loglike_unitquantreg: Log-likelihood, score vector and hessian matrix.

Description

Usage

Arguments