crq.object {crq}R Documentation

Object of class ‘crq’

Description

This class of objects is returned by the `crq' class of functions to represent a fitted censored quantile regression model.

Value

A model fit object containing inter alia:

sol A matrix with p+2 rows: the first row contains the values of tau, at which the crq process is evaluated (this is either the set of pivot values, or the set of grid points depending on the method argument of the call to crq). The next p rows the estimated model parameters for the corresponding tau. The last row contains the estimated conditional quantiles of the response evaluated at xbar.
Isplit Indices of split censored observations.
tausplit Corresponding tau values.
status Status of censored observations: 0: not censored, 1: split (crossed) censored, 2: deleted censored as below tau = 0 solution, 3: above last (maximal tau) solution.

Author(s)

Stephen Portnoy & Tereza Neocleous

See Also

crq


[Package crq version 0.3 Index]