Quantile Regression in R: a Vignette
نویسنده
چکیده
Quantile regression is an evolving body of statistical methods for estimating and drawing inferences about conditional quantile functions. An implementation of these methods in the R language is available in the package quantreg. This vignette offers a brief tutorial introduction to the package. R and the package quantreg are open-source software projects and can be freely downloaded from CRAN: http://cran.r-project.org.
منابع مشابه
Nonparametric Series Quantile Regression in R: A Vignette∗
Belloni, Chernozhukov, and Fernández-Val (2011) developed nonparametric quantile regression methods to estimate and make inference on conditional quantile models. The R package quantreg.nonpar implements these methods for partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonpar...
متن کاملWhat to expect – an R vignette for expectreg
expectreg is an R package for estimating expectile curves from univariate and multivariate data. Expectile curves are a valuable least squares alternative to quantile regression which is based on linear programming techniques. expectreg provides a number of functions for different approaches taken to estimate expectiles investigated since their introduction in [Newey and Powell(1987)] using asy...
متن کاملCensored Quantile Regression Redux
This vignette is a slightly modified version of Koenker (2008a). It was written in plain latex not Sweave, but all data and code for the examples described in the text are available from either the JSS website or from my webpages. Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe t...
متن کاملBayesian Quantile Regression with Adaptive Elastic Net Penalty for Longitudinal Data
Longitudinal studies include the important parts of epidemiological surveys, clinical trials and social studies. In longitudinal studies, measurement of the responses is conducted repeatedly through time. Often, the main goal is to characterize the change in responses over time and the factors that influence the change. Recently, to analyze this kind of data, quantile regression has been taken ...
متن کاملThe examination of relationship between socioeconomic factors and number of tuberculosis using quantile regression model for count data in Iran 2010-2011
Background: Poverty and low socioeconomic status are the most important reasons of increasing the global burden of tuberculosis, not only in developing countries but also in developed countries for particular groups. The purpose of this study was to assess the association between socioeconomic factors and the number of tuberculosis patients using quantile regression for count data. Me...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2006