Quantile Regression

Choose from two quantile regression functions

• quantileFit provides parameter estimates and optional bootstrapped confidence intervals and standard errors for conditional quantile regressions.
• quantileFitLoc estimates local linear and quadratic quantiles for specified quantile points.

Easy implementation

Both functions support formula strings and common default settings for quick estimation:

// Perform quantile regression estimation
call quantileFit(fname, "ln_wage ~ age + age:age + tenure");


Custom options

• Bootstrapped parameter confidence intervals and standard errors.
• Interior point or quadratic programming algorithms.
• Iteration and results printing.
• User specified variable names for results printing.

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