crq.object {crq} | R Documentation |
This class of objects is returned by the `crq' class of functions to represent a fitted censored quantile regression model.
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. |
Stephen Portnoy & Tereza Neocleous