Visualizing sequences of quantile regressions
A sequence of coefficient estimates for quantile
regressions with varying tau parameters is visualized.
## S3 method for class 'rqs' plot(x, parm = NULL, ols = TRUE, mfrow = NULL, mar = NULL, ylim = NULL, main = NULL, col = 1:2, lty = 1:2, cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", ...)
x |
an object of class |
parm |
a specification of which parameters are to be plotted, either a vector of numbers or a vector of names. By default, all parameters are considered. |
ols |
logical. Should a line for the OLS coefficient (as estimated
by |
mfrow, mar, ylim, main |
graphical parameters. Suitable defaults are chosen based on the coefficients to be visualized. |
col, lty |
graphical parameters. For each parameter, the first
element corresponds to the |
cex, pch, type, xlab, ylab, ... |
further graphical parameters passed. |
The plot method for "rqs" objects visualizes the
coefficients only, confidence bands can be added by using the plot
method for the associated "summary.rqs" object.
A matrix with all coefficients visualized is returned invisibly.
## fit Engel models (in levels) for tau = 0.1, ..., 0.9
data("engel")
fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)
## visualizations
plot(fm)
plot(fm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau",
ylab = "income coefficient", cex = 1, pch = 19)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.