boot.crq {crq} | R Documentation |
This function returns an array of bootstrap estimates for censored regression quantile models.
boot.crq(x, y, c, taus, R = 100, mboot, bmethod = "xy-pair", ...)
x |
The design matrix |
y |
The response vector |
c |
The censoring indicator |
taus |
The vector of taus at which to evaluate. |
R |
Number of bootstrap replications, defaults to 100. |
mboot |
Subsample size, defaults to the original sample size. |
bmethod |
method for the bootstrap, either "xy-pair" or "Bose". |
... |
Other parameters to be passed to crq.fit . |
Resampling function for crq. If method = "xy-pair", the default, then R samples of size mboot are taken and crq estimates are computed. If method = "Bose" the generalized resampling strategy of drawing standard exponential weights is used.
Returns an list of three components, the of dimension p+1 by length(taus) by R, where p is the row dimension of the design matrix, i.e. the dimension of the model parameter.
Stephen Portnoy & Tereza Neocleous