table.rq {quantreg}R Documentation

Table of Quantile Regression Results

Description

Function to produce a table of quantile regression results for a group of specified quantiles.

Usage

table.rq(formula, taus=c(0.05, 0.25, 0.5, 0.75, 0.95), method="br", ...)

Arguments

formula formula for the linear model, see rq()
taus quantiles of interest
method algorithmic method, for large problems method="fn" would be preferred.
... other optional arguments passed to rq().

Details

This is only implemented for method="br", but modifications for "fn" would be quite straightforward. There is also an implementation for making a latex table in the Splus version, but this wasn't incorporated into the R package due to some incompatibilities in the unix/system commands.

Value

The function returns an array with dimensions (p, m, 3), where p is the dimension of the parameter vector of the model specified by formula, m is the number of quantiles specified by tau. For each coefficient at each tau there is a point estimate and lower and upper limits of a confidence interval. The object returned is of class table.rq and can be plotted, or formatted into a latex style table.

See Also

rq, rq.fit.br, plot.table.rq

Examples

data(stackloss)
plot(table.rq(stack.loss~stack.x))#plot results of a quantile regression