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.