rq.object {quantreg} | R Documentation |
These are objects of class "rq"
.
They represent the fit of a linear conditional quantile function model.
The coefficients, residuals, and effects may be extracted
by the generic functions of the same name, rather than
by the $
operator.
For pure rq
objects this is less critical
than for some of the inheritor classes.
Note that the extractor function coef
returns a vector with missing values
omitted.
This class of objects is returned from the rq
function
to represent a fitted linear quantile regression model.
The "rq"
class of objects has methods for the following generic
functions:
coef
, effects
, formula
, labels
, model.frame
, model.matrix
, plot
, predict
, print
, print.summary
, residuals
, summary
The following components must be included in a legitimate rq
object.
coefficients
"br"
with ci=TRUE
, then
the coefficient component consists of a matrix whose
first column consists of the vector of estimated coefficients
and the second and third columns are the lower and upper
limits of a confidence interval for the respective coefficients.
residuals
contrasts
model
model=TRUE
.
x
x=TRUE
.
y
y=TRUE
.