loss_qrfe {alqrfe}

Loss quantile regression with fixed effects

Description

Loss quantile regression with fixed effects

Usage

loss_qrfe(theta, x, y, z, tau, n, d, mm)

Arguments

theta

initial values

x

design matrix

y

vector output

z

incident matrix

tau

percentile

n

N sample size

d

columns of x

mm

n columns of z