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.

Package details

AuthorIan Meneghel Danilevicz [aut, cre] (<https://orcid.org/0000-0003-4541-0524>), Valderio A Reisen [aut], Pascal Bondon [aut]
MaintainerIan Meneghel Danilevicz <iandanilevicz@gmail.com>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pqrfe")

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pqrfe documentation built on Dec. 1, 2022, 5:09 p.m.