Summary methods for Censored Quantile Regression
Returns a summary object for a censored quantile regression fit. A null value will be returned if printing is invoked.
## S3 method for class 'crq' summary(object, taus = 1:4/5, alpha = .05, se="boot", covariance=TRUE, ...) ## S3 method for class 'summary.crq' print(x, digits = max(5, .Options$digits - 2), ...) ## S3 method for class 'summary.crqs' print(x, ...) ## S3 method for class 'summary.crqs' plot(x, nrow = 3, ncol = 3, CoxPHit = NULL, ...)
object |
An object of class |
taus |
Quantiles to be summarized. Specifying only one value can produce annoying error messages harmful to your mental health. |
x |
An object of class |
se |
specifies the method used to compute standard standard errors. but
the only available method (so far) is "boot". Further arguments to
|
covariance |
logical flag to indicate whether the full covariance matrix of the estimated parameters should be returned. |
nrow |
Number of rows of the plot layout. |
ncol |
Number of columns of the plot layout. |
alpha |
Confidence level for summary intervals. |
digits |
Number of digits to be printed in summary display. |
CoxPHit |
An object of class coxph produced by |
... |
Optional arguments to summary, e.g. to specify bootstrap methods
sample sizes, etc. see |
For the Powell method the resampling strategy used by the
se = "boot" method is based on the Bilias, Chen and Ying (2000)
proposal. For the Portnoy and Peng-Huang methods the bootstrapping
is by default actually based on a delete-d jackknife, as described in
Portnoy (2013), but resampling xy pairs using either conventional multinomial
resampling or using exponential weighting as in Bose and Chatterjee (2003)
can be used by specifying the bmethod argument. Note that the default
number of replications is set at R = 100 a value that is obviously too small for
most applications. This is done merely to speed up the examples in the
documentation and facilitate testing. Larger, more appropriate values of R
can be passed to the bootstrapping functions via the ... argument
of the summary method. It is important to recognize that when some
of the bootstrap replications are NA they are simply ignored in the computation
of the confidence bands and standard errors as currently reported. The number
of these NAs is returned as part of the summary.crq object, and
when printed is also reported.
For method "Powell" an object of class summary.crq is returned
with the following components:
coefficients |
a p by 4 matrix consisting of the coefficients, their estimated standard errors, their t-statistics, and their associated p-values. |
cov |
the estimated covariance matrix for the coefficients in the model,
provided that |
rdf |
the residual degrees of freedom |
tau |
the quantile estimated |
For the other methods an object of class summary.crq is returned
with the following components:
coefficients |
a list of p by 6 matrix consisting of the coefficients, upper and lower bounds
for a (1-alpha) level confidence interval, their estimated standard
errors, their t-statistics, and their associated p-values, one component for each
element of the specified |
cov |
the estimated covariance matrix for the coefficients in the model,
provided that |
Bose, A. and S. Chatterjee, (2003) Generalized bootstrap for estimators of minimizers of convex functions, J. Stat. Planning and Inf, 117, 225-239.
Bilias, Y. Chen, S. and Z. Ying, (2000) Simple resampling methods for censored quantile regression, J. of Econometrics, 99, 373-386.
Portnoy, S. (2013) The Jackknife's Edge: Inference for Censored Quantile Regression, CSDA, forthcoming.
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