Summary for Restricted Quantile Regression Models

This functions gives a summary list for a restricted quantile regression model.

Usage

# S3 method for class 'rrq'
summary(object, alpha = 0.05, se = "boot", R = 50,
  sim = "ordinary", stype = "i", ...)

object: an object of class rrq.
alpha: numeric value to determine the confidence level (1-alpha) of the required interval.
se: specifies the method used to compute standard errors. Currently, bootstrap is the only method available.
R: number of bootstrap replications.
sim: see argument sim in boot.
stype: see argument stype in boot.
...: additional arguments for boot in package boot.

A bootstrap approach is used for inference. Future developments of this function will include asymptotic standard errors.

Canty A and Ripley B (2014). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-15.

Davison AC and Hinkley DV (1997). Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge.

He X (1997). Quantile Curves without Crossing. The American Statistician, 51(2), 186-192.

Marco Geraci