predict.unitquantreg

Extract various types of predictions from unit quantile regression models.

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

predict.unitquantreg function

<dl><dt>object</dt>
<dd>fitted model object of class <code>unitquantreg</code>.</dd>
<dt>newdata</dt>
<dd>optionally, a data frame in which to look for variables with
which to predict. If omitted, the original observations are used.</dd>
<dt>type</dt>
<dd>character indicating type of predictions. The options are
<code>link</code>, <code>quantile</code>, <code>shape</code> and <code>terms</code>.</dd>
<dt>interval</dt>
<dd>type of interval desired. The options are <code>none</code> and
<code>confidence</code>. The "<code>terms</code>" option returns a matrix giving
the fitted values of each term in the model formula on the linear predictor
scale.</dd>
<dt>level</dt>
<dd>coverage probability for the confidence intervals. Default is
<code>0.95</code>.</dd>
<dt>se.fit</dt>
<dd>logical. If <code>TRUE</code> return the asymptotic standard errors.</dd>
<dt>...</dt>
<dd>currently not used.</dd></dl>

Arguments

Author

Prediction method for unitquantreg class — predict.unitquantreg

<dl>

<dt>object</dt>
<dd>fitted model object of class <code>unitquantreg</code>.</dd>


<dt>newdata</dt>
<dd>optionally, a data frame in which to look for variables with
which to predict. If omitted, the original observations are used.</dd>


<dt>type</dt>
<dd>character indicating type of predictions. The options are
<code>link</code>, <code>quantile</code>, <code>shape</code> and <code>terms</code>.</dd>


<dt>interval</dt>
<dd>type of interval desired. The options are <code>none</code> and
<code>confidence</code>. The "<code>terms</code>" option returns a matrix giving
the fitted values of each term in the model formula on the linear predictor
scale.</dd>


<dt>level</dt>
<dd>coverage probability for the confidence intervals. Default is
<code>0.95</code>.</dd>


<dt>se.fit</dt>
<dd>logical. If <code>TRUE</code> return the asymptotic standard errors.</dd>


<dt>...</dt>
<dd>currently not used.</dd>

</dl>

predict.unitquantreg: Prediction method for `unitquantreg` class

Description

Usage

Value

Arguments

Author