Print a Trimmed Regression Quantile Summary

Usage

trq.print(trq.out, digits=4)

Arguments

trq.out a list like the output from trq.
digits the number of significant digits that should be printed.

Description

Prints out a summary of a trimmed quantile regression (using trq) including the standard error of the residuals, the overall F-statistic and t-statistics and standard errors for each coefficient.

Value

an invisible list with the following components:

summary a vector containig the winsorized standard error of regression, the number of observations, the overall F-statistic for the regression, the degrees of freedom and the p-value for the F-statistic. When a1+a2=1, residual winsorized standard error is the the square root of a Siddiqui-type estimate of the asymtotic variance of the a1-quantile.
coef.table a matrix with columns containing the regression coefficients, their standard error, the t-statistic for testing if the coefficient is zero and the two sided p-value for the t statistic.

Side Effects

a summary of the regression (like the returned value) is printed out.

See Also

trq, lsfit, and ls.print for further reference.

Examples

trq.print(trq(x,y))


[Package Contents]