aiccrq function

Akaike's Information Criterion for weighted quantile regression

Get AIC values for a single weighted quantile regression as used in WRTDS models

aiccrq(mod_in, tau = 0.5)

Arguments

• mod_in: input crq model
• tau: numeric indicating quantile to evaluate

Returns

AIC estimate

Details

The AIC value is based on the log-likelihood estimate of the model that accounts for the specific quantile, the minimum of the objective function (rho), and the number of model parameters. The residuals are specific to the WRTDS model such that this function cannot be applied to arbitrary crq models.

Examples

# get wts for a model centered on the first observation
ref_in <- tidobj[1, ]
ref_wts <- getwts(tidobj, ref_in)

# get the model
mod <- quantreg::crq(
   survival::Surv(res, not_cens, type = "left") ~ 
     dec_time + flo + sin(2*pi*dec_time) + cos(2*pi*dec_time), 
   weights = ref_wts,
   data = tidobj, 
   method = "Portnoy"
   )

aiccrq(mod)