Summary for an lqm Object
Summary method for class lqm.
## S3 method for class 'lqm' summary(object, method = "boot", alpha = 0.05, covariance = FALSE, ...)
object |
an object of |
method |
specifies the method used to compute standard errors: "boot" for bootstrap (default), "nid" for large sample approximations under nid assumptions. |
alpha |
significance level. |
covariance |
logical flag. If |
... |
see |
print.summary.lqm formats the coefficients, standard errors, etc. and additionally gives ‘significance stars’.
an object of class summary.lqm. The function summary.lqm computes and returns a list of summary statistics of the fitted linear quantile mixed model given in object, using the components (list elements) from its argument, plus
Cov |
the covariance matrix obtained from the bootstrapped estimates (if |
tTable |
a matrix with estimates, standard errors, etc. |
Marco Geraci
The code for the "nid" method has been adapted from the function summary.rq in package quantreg. It depends on the function bandwidth.rq.
Roger Koenker (2016). quantreg: Quantile Regression. R package version 5.29. https://CRAN.R-project.org/package=quantreg
set.seed(12356) n <- 200 p <- 1:3/4 test <- data.frame(x = runif(n,0,1)) test$y <- 30 + test$x + rnorm(n) fit.lqm <- lqm(y ~ x, data = test, tau = p) summary(fit.lqm, R = 50)
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