A sequence of coefficient estimates for quantile
regressions with varying tau parameters is visualized.
Usage
## S3 method for class 'rqs'
plot(x, parm = NULL, ols = TRUE,
mfrow = NULL, mar = NULL, ylim = NULL, main = NULL, col = 1:2, lty = 1:2,
cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", ...)
Arguments
x
an object of class "rqs" as produce by rq
(with a vector of tau values).
parm
a specification of which parameters are to be plotted,
either a vector of numbers or a vector of names. By default, all
parameters are considered.
ols
logical. Should a line for the OLS coefficient (as estimated
by lm) be added?
mfrow, mar, ylim, main
graphical parameters. Suitable defaults are chosen
based on the coefficients to be visualized.
col, lty
graphical parameters. For each parameter, the first
element corresponds to the rq coefficients and the second to
the lm coefficients.
cex, pch, type, xlab, ylab, ...
further graphical parameters
passed to plot.
Details
The plot method for "rqs" objects visualizes the
coefficients only, confidence bands can be added by using the plot
method for the associated "summary.rqs" object.
Value
A matrix with all coefficients visualized is returned invisibly.
See Also
rq, plot.summary.rqs
Examples
## fit Engel models (in levels) for tau = 0.1, ..., 0.9
data("engel")
fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)
## visualizations
plot(fm)
plot(fm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau",
ylab = "income coefficient", cex = 1, pch = 19)