TVQRLB-package: TVQRLB: Quantile Regression Model with Time-Varying...

In ZexiCAI/TVQRLB: Quantile Regression Model with Time-Varying Covariates under Length-Biased Sampling

Description

This package is an implementation of the estimation and inference procedure of a quantile regression model which is based on an estimating equation, with time-varying covariates under length-biased sampling scheme. It fits a quantile regression model to the provided dataset where the covariates are viewed as time-dependent and the sampling is length-biased. The parameters are obtained by minimizing the Euclidean norm of certain estimating equations. For the standard error estimation, two inference procedures are used: standard multiplier bootstrap, and a more computationally efficient algorithm named "Orthogonal Procrustes" method, based on matrix singular value decomposition, is used.

Author(s)

Maintainer: Zexi Cai [e-mail]

Authors:

• Tony Sit [e-mail] [contributor]

References

Cai, Z. and Sit, T. (2018+), "Quantile Regression Model with Time-Varying Covariates under Length-Biased Sampling," Working Paper.

ZexiCAI/TVQRLB documentation built on Dec. 30, 2019, 6:02 p.m.