https://github.com/cran/quantreg
Revision 4cc4e6103f0362d98bad0a8826370ccbb5e9c7cf authored by Roger Koenker on 02 September 2012, 00:00:00 UTC, committed by Gabor Csardi on 02 September 2012, 00:00:00 UTC
1 parent e71c994
Tip revision: 4cc4e6103f0362d98bad0a8826370ccbb5e9c7cf authored by Roger Koenker on 02 September 2012, 00:00:00 UTC
version 4.85
version 4.85
Tip revision: 4cc4e61
boot.crq.Rd
\name{boot.crq}
\alias{boot.crq}
\title{ Bootstrapping Censored Quantile Regression}
\description{
Functions used to estimated standard errors, confidence
intervals and tests of hypotheses for censored quantile regression models
using the Portnoy and Peng-Huang methods. }
\usage{
boot.crq(x, y, c, taus, method, ctype = "right", R = 100, mboot, bmethod = "Bose", ...)
}
\arguments{
\item{x}{ The regression design matrix}
\item{y}{ The regression response vector}
\item{c}{ The censoring indicator}
\item{taus}{ The quantiles of interest}
\item{method}{ The fitting method: either "P" for Portnoy or "PH" for Peng and Huang.}
\item{ctype}{ Either "right" or "left"}
\item{R}{ The number of bootstrap replications}
\item{bmethod}{ The method to be employed. There are (as yet) two
options: method = "xy-pair" uses the xy-pair method, that is
the usual multinomial resampling of xy-pairs, while method
= "Bose" uses the Bose and Chatterjee (2003) weighted resampling
method with exponential weights. This is now the default.}
\item{mboot}{ optional argument for the bootstrap method "xy-pair" that
permits subsampling (m out of n) bootstrap. Obviously mboot
should be substantially larger than the column dimension of x,
and should be less than the sample size.}
\item{...}{ Optional further arguments to control bootstrapping}
}
\details{
There are several refinements that are still unimplemented. Percentile
methods should be incorporated, and extensions of the methods to be used
in anova.rq should be made. Note that bootstrapping for the Powell
method "FP" is done via \code{\link{boot.rq}}.
}
\value{
A matrix of dimension R by p is returned with the R resampled
estimates of the vector of quantile regression parameters. When
mofn < n for the "xy" method this matrix has been deflated by
the fact sqrt(m/n)
}
\references{
Bose, A. and S. Chatterjee, (2003) Generalized bootstrap for estimators
of minimizers of convex functions, \emph{J. Stat. Planning and Inf}, 117,
225-239.
}
\author{ Roger Koenker }
\seealso{ \code{\link{summary.crq}}}
\keyword{ regression}
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