loss_mqrlasso {pqrfe}

Loss lasso M-quantile regression with fixed effects

Description

This function returns the core of lasso M-quantile regression with fixed effects to be minimized

Usage

loss_mqrlasso(theta, x, y, z, tau, n, d, mm, c, lambda)

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

c

tuning

lambda

constriction parameter

Value

eta Numeric, sum of lasso M-quantile regression with fixed effects