trq.print {quantreg} | R Documentation |
Prints out a summary of a trimmed quantile regression (using trq) including the standard error of the residuals, the overall F-statistic and t-statistics and standard errors for each coefficient.
trq.print(trq.out, digits=4)
trq.out |
a list like the output from trq. |
digits |
the number of significant digits that should be printed. |
summary |
a vector containig the winsorized standard error of regression, the number of observations, the overall F-statistic for the regression, the degrees of freedom and the p-value for the F-statistic. When a1+a2=1, residual winsorized standard error is the the square root of a Siddiqui-type estimate of the asymtotic variance of the a1-quantile. |
coef.table |
a matrix with columns containing the regression coefficients, their standard error, the t-statistic for testing if the coefficient is zero and the two sided p-value for the t statistic. |
a summary of the regression (like the returned value) is printed out.
trq, lsfit, and ls.print for further reference.
trq.print(trq(x,y))