[R] Selecting Bootstrap Method for Quantile Regression

[Mark Difford]

Hi Tom,

>> For example, if I want to use the "xy-pair bootstrap" how do I indicate
>> this in summary.rq?

The general approach is documented under summary.rq (sub se option 5).
Shorter route is boot.rq, where examples are given.

## ?boot.rq
y <- rnorm(50)
x <- matrix(rnorm(100),50)
fit <- rq(y~x,tau = .4)
summary(fit,se = "boot", bsmethod= "xy")

Regards, Mark.


Tom La Bone wrote:
> 
> The help page and vignette for summary.rq(quantreg) mention that there are
> three different bootstrap methods available for the se="bootstrap"
> argument, but I can't figure out how to select a particular method. For
> example, if I want to use the "xy-pair bootstrap" how do I indicate this
> in summary.rq?
> 
> Tom
> 

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