Prediction method for unitquantreg class — predict.unitquantreg • unitquantreg

Extract various types of predictions from unit quantile regression models.

Usage

# S3 method for unitquantreg
predict(
  object,
  newdata,
  type = c("link", "quantile", "shape", "terms"),
  interval = c("none", "confidence"),
  level = 0.95,
  se.fit = FALSE,
  ...
)

Arguments

object: fitted model object of class unitquantreg.
newdata: optionally, a data frame in which to look for variables with which to predict. If omitted, the original observations are used.
type: character indicating type of predictions. The options are link, quantile, shape and terms.
interval: type of interval desired. The options are none and confidence. The "terms" option returns a matrix giving the fitted values of each term in the model formula on the linear predictor scale.
level: coverage probability for the confidence intervals. Default is 0.95.
se.fit: logical. If TRUE return the asymptotic standard errors.
...: currently not used.

Value

If se.fit = FALSE then returns a data.frame with predict values and confidence interval if interval = TRUE.

If se.fit = TRUE returns a list with components:

fit: Predictions, as for se.fit = FALSE.
se.fit: Estimated standard errors.

For type = "terms" the output is a data.frame with a columns per term.

Author

André F. B. Menezes