pqrfe-package {pqrfe}

Penalized Quantile Regression with Fixed Effects

Description

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.

Package Content

Index of help topics:

check_lambda            check lambda
choice_p                choice model
clean_data              Clean missings
d_psi_als               D Psi ALS
d_psi_mq                D Psi M-quantile
f_den                   Kernel density
f_tab                   Tabular function
loss_er                 Loss expectile regression
loss_erfe               Loss expectile regression with fixed effects
loss_erlasso            Loss lasso expectile regression with fixed
                        effects
loss_mqr                Loss M-quantile regression
loss_mqrfe              Loss M-quantile regression with fixed effects
loss_mqrlasso           Loss lasso M-quantile regression with fixed
                        effects
loss_qr                 Loss quantile regression
loss_qrfe               Loss quantile regression with fixed effects
loss_qrlasso            Loss lasso quantile regression with fixed
                        effects
mpqr                    Multiple penalized quantile regression
optim_er                optim expectile regression
optim_erfe              optim expectile regression with fixed effects
optim_erlasso           optim expectile regression with fixed effects
                        and LASSO
optim_mqr               optim M-quantile regression
optim_mqrfe             optim quantile regression with fixed effects
optim_mqrlasso          optim M-quantile regression with fixed effects
                        and LASSO
optim_qr                optim quantile regression
optim_qrfe              optim quantile regression with fixed effects
optim_qrlasso           optim quantile regression with fixed effects
                        and LASSO
plot_taus               Plot multiple penalized quantile regression
pqr                     Penalized quantile regression with fixed
                        effects
pqrfe-package           Penalized Quantile Regression with Fixed
                        Effects
print.PQR               Print an PQR
psi_als                 Psi ALS
psi_mq                  Psi M-quantile
q_cov                   Covariance
rho_koenker             Rho Koenker
rho_mq                  Rho M-quantile
sgf                     Identify significance

Maintainer

NA

Author(s)

NA