Skip to main content
  • Home
  • Development
  • Documentation
  • Donate
  • Operational login
  • Browse the archive

swh logo
SoftwareHeritage
Software
Heritage
Archive
Features
  • Search

  • Downloads

  • Save code now

  • Add forge now

  • Help

Revision a6e1bd2af35197fecce13a4682ed3be2f1acc6a1 authored by Roger Koenker on 16 August 2015, 00:00:00 UTC, committed by Gabor Csardi on 16 August 2015, 00:00:00 UTC
version 5.18
1 parent 8361897
  • Files
  • Changes
  • d2274b7
  • /
  • man
  • /
  • boot.crq.Rd
Raw File Download

To reference or cite the objects present in the Software Heritage archive, permalinks based on SoftWare Hash IDentifiers (SWHIDs) must be used.
Select below a type of object currently browsed in order to display its associated SWHID and permalink.

  • revision
  • directory
  • content
revision badge
swh:1:rev:a6e1bd2af35197fecce13a4682ed3be2f1acc6a1
directory badge
swh:1:dir:5c347e8c27066c57b5a5ba25abf248cdc5c3f903
content badge
swh:1:cnt:e16fb1e6428881e9854cbb0f32103e65d039321b

This interface enables to generate software citations, provided that the root directory of browsed objects contains a citation.cff or codemeta.json file.
Select below a type of object currently browsed in order to generate citations for them.

  • revision
  • directory
  • content
Generate software citation in BibTex format (requires biblatex-software package)
Generating citation ...
Generate software citation in BibTex format (requires biblatex-software package)
Generating citation ...
Generate software citation in BibTex format (requires biblatex-software package)
Generating citation ...
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 = "jack", ...)
}
\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 bootstrap method to be employed.  There are (as yet) three
	options:  method  = "jack" uses the delete-d jackknife method
	described by Portnoy (2013), 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.  The "jack" method is now the default.}
  \item{mboot}{ optional argument for the bootstrap method:  for bmethod = "jack"
	 it specifies the number, d, of the delete-d jackknife, for 
	 method = "xy-pair" it specifies the size of the bootstrap samples,
	 that permits subsampling (m out of n) bootstrap.  By default in the
	 former case it is set to 2 [sqrt(n)], for the latter the default is
	 n.  Obviously mboot should be substantially larger than the column dimension 
	 of x, and should be less than the sample size in both cases.}
  \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.
 Portnoy, S. (2013) The Jackknife's Edge:  Inference for Censored Quantile Regression,
	\emph{CSDA}, forthcoming.

}

\author{ Roger Koenker }
\seealso{  \code{\link{summary.crq}}}
\keyword{ regression}
The diff you're trying to view is too large. Only the first 1000 changed files have been loaded.
Showing with 0 additions and 0 deletions (0 / 0 diffs computed)
swh spinner

Computing file changes ...

back to top

Software Heritage — Copyright (C) 2015–2026, The Software Heritage developers. License: GNU AGPLv3+.
The source code of Software Heritage itself is available on our development forge.
The source code files archived by Software Heritage are available under their own copyright and licenses.
Terms of use: Archive access, API— Content policy— Contact— JavaScript license information— Web API