pqrfe: Penalized Quantile Regression with Fixed Effects
Quantile regression with fixed effects is a general model for longitudinal data. Here we proposed to solve it by several methods. The estimation methods include three loss functions as check, asymmetric least square and asymmetric Huber functions; and three structures as simple regression, fixed effects and fixed effects with penalized intercepts by LASSO.
||Rcpp (≥ 1.0.5), MASS (≥ 7.3-49)
||tinytest (≥ 1.3.1)
||Ian Meneghel Danilevicz
Valderio A Reisen [aut],
Pascal Bondon [aut]
||Ian Meneghel Danilevicz <iandanilevicz at gmail.com>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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