swh:1:snp:16c54c84bc54885e783d4424d714e5cc82f479a1
Tip revision: 50717074f4f077d9d345caf3f6ba6dc7a025fd79 authored by Roger Koenker on 28 June 2019, 14:00:07 UTC
version 5.41
version 5.41
Tip revision: 5071707
plot.summary.rqs.Rd
\name{plot.summary.rqs}
\alias{plot.summary.rqs}
\title{Visualizing sequences of quantile regression summaries}
\description{A sequence of coefficient estimates for quantile
regressions with varying \code{tau} parameters is visualized
along with associated confidence bands.}
\usage{
\method{plot}{summary.rqs}(x, parm = NULL, level = 0.9, ols = TRUE,
mfrow = NULL, mar = NULL, ylim = NULL, main = NULL,
col = gray(c(0, 0.75)), border = NULL, lcol = 2, lty = 1:2,
cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", \dots)
}
\arguments{
\item{x}{an object of class \code{"summary.rqs"} as produce by
applying the \code{summary} method to a \code{\link{rq}} object
(with a vector of \code{tau} values).}
\item{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.}
\item{level}{Confidence level of bands. When using
the rank based confidence intervals in summary, which is the default
method for sample sizes under 1000, you will need to control the level
of the intervals by passing the parameter alpha to
\code{\link{summary.rq}}, prior to calling
\code{\link{plot.summary.rqs}}. Note also that alpha = 1 - level.}
\item{ols}{logical. Should a line for the OLS coefficient and their confidence
bands (as estimated by \code{\link[stats]{lm}}) be added?}
\item{mfrow, mar, ylim, main}{graphical parameters. Suitable defaults are chosen
based on the coefficients to be visualized.}
\item{col}{vector of color specification for \code{rq} coefficients
and the associated confidence polygon.}
\item{border}{color specification for the confidence polygon. By default,
the second element of \code{col} is used.}
\item{lcol, lty}{color and line type specification for OLS coefficients
and their confidence bounds.}
\item{cex, pch, type, xlab, ylab, \dots}{further graphical parameters
passed to \code{\link[graphics]{points}}.}
}
\details{The \code{plot} method for \code{"summary.rqs"} objects visualizes
the coefficients along with their confidence bands. The bands can be
omitted by using the \code{plot} method for \code{"rqs"} objects directly.}
\seealso{\code{\link{rq}}, \code{\link{plot.rqs}}}
\value{An array with all coefficients visualized (and associated confidence bands)
is returned invisibly.}
\examples{
## fit Engel models (in levels) for tau = 0.1, ..., 0.9
data("engel")
fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)
sfm <- summary(fm)
## visualizations
plot(sfm)
plot(sfm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau",
ylab = "income coefficient", cex = 1, pch = 19)
}
\keyword{hplot}