alqrfe-package {alqrfe}

Adaptive Lasso Quantile Regression with Fixed Effects

Description

Quantile regression with fixed effects solves longitudinal data, considering the individual intercepts as fixed effects. The parametric set of this type of problem used to be huge. Thus penalized methods such as Lasso are currently applied. Adaptive Lasso presents oracle proprieties, which include Gaussianity and correct model selection. Bayesian information criteria (BIC) estimates the optimal tuning parameter lambda. Plot tools are also available.

Package Content

Index of help topics:

alqrfe-package          Adaptive Lasso Quantile Regression with Fixed
                        Effects
bic_hat                 Bayesian Information Criteria
clean_data              Clean missings
df_hat                  degrees of fredom
f_den                   Kernel density
f_tab                   Tabular function
loss_alqr               Loss adaptive lasso quantile regression with
                        fixed effects
loss_lqr                Loss lasso quantile regression with fixed
                        effects
loss_qr                 Loss quantile regression
loss_qrfe               Loss quantile regression with fixed effects
make_z                  Incident matrix Z
mqr                     multiple penalized quantile regression
mqr_alpha               multiple penalized quantile regression - alpha
optim_alqr              optim adaptive lasso quantile regression with
                        fixed effects
optim_lqr               optim lasso quantile regression with fixed
                        effects
optim_qr                optim quantile regression
optim_qrfe              optim quantile regression with fixed effects
plot_alpha              plot multiple penalized quantile regression -
                        alpha
plot_taus               plot multiple penalized quantile regression
print.ALQRFE            Print an ALQRFE
q_cov                   Covariance
qr                      quantile regression
rho_koenker             Rho Koenker
sgf                     Identify significance

Maintainer

NA

Author(s)

NA