https://github.com/cran/quantreg
Tip revision: d90516ef8fb8d7c848eb685f443359b2a267a100 authored by Roger Koenker on 18 September 2004, 00:00:00 UTC
version 3.52
version 3.52
Tip revision: d90516e
rq.object.Rd
\name{rq.object}
\alias{rq.object}
\title{
Linear Quantile Regression Object
}
\description{
These are objects of class \code{"rq"}.
They represent the fit of a linear conditional quantile function model.
}
\section{Generation}{
This class of objects is returned from the \code{rq} function
to represent a fitted linear quantile regression model.
}
\section{Methods}{
The \code{"rq"} class of objects has methods for the following generic
functions:
\code{coef}, \code{effects}
, \code{formula}
, \code{labels}
, \code{model.frame}
, \code{model.matrix}
, \code{plot}
, \code{predict}
, \code{print}
, \code{print.summary}
, \code{residuals}
, \code{summary}
}
\section{Structure}{
The following components must be included in a legitimate \code{rq} object.
\describe{
\item{\code{coefficients}}{
the coefficients of the quantile regression fit.
The names of the coefficients are the names of the
single-degree-of-freedom effects (the columns of the
model matrix).
If the model was fitted by method \code{"br"} with \code{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.
}
\item{\code{residuals}}{
the residuals from the fit.
}
\item{\code{contrasts}}{
a list containing sufficient information to construct the contrasts
used to fit any factors occurring in the model.
The list contains entries that are either matrices or character vectors.
When a factor is coded by contrasts, the corresponding contrast matrix
is stored in this list.
Factors that appear only as dummy variables and variables in the model
that are matrices correspond to character vectors in the list.
The character vector has the level names for a factor or the column
labels for a matrix.
}
\item{\code{model}}{
optionally the model frame, if \code{model=TRUE}.
}
\item{\code{x}}{
optionally the model matrix, if \code{x=TRUE}.
}
\item{\code{y}}{
optionally the response, if \code{y=TRUE}.
}
}
}
\details{
The coefficients, residuals, and effects may be extracted
by the generic functions of the same name, rather than
by the \code{$} operator.
For pure \code{rq} objects this is less critical
than for some of the inheritor classes.
Note that the extractor function \code{coef} returns a vector with missing values
omitted.
}
\seealso{
\code{\link{rq}}, \code{\link{coefficients}}.
}
\keyword{regression}
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