# twopartQR: Two part model using Bayesian quantile regression model In brsantos/baquantreg: Bayesian quantile regression methods

## Description

This function estimates a two part model using a Bayesian quantile regression model to describe the continous part of the conditional distribution. The response variable is assumed to follow a mixed discrete-continuous distribution.

## Usage

 ```1 2 3 4``` ```twopartQR(formula, tau = 0.5, data, itNum, thin = 1, betaValue = NULL, sigmaValue = 1, vSampleInit = NULL, gammaValue = NULL, sigmaGamma = 0.5, link = 1, priorVar = 100, refresh = 100, quiet = FALSE) ```

## Arguments

 `formula` a formula object, with the response on the left of a ~ operator, and the terms, separated by + operators, on the right. If the assumed point mass distribution is at 1, then all values equal to 1 should be replaced by 0. `tau` Quantile of interest. `data` a data.frame from which to find the variables defined in the formula `itNum` Number of iterations. `thin` Thinning parameter. `betaValue` Initial values for the parameter beta for the continuous part. `sigmaValue` Initial value for the scale parameter. `vSampleInit` ? `gammaValue` Initial value for the parameter gamma of the discrete part. `sigmaGamma` Tuning parameter for the Metropolis-Hastings step. `link` Integer defining the link function used for the probability model. Default is 1 for the logit link function. If 0, the probit function is used. `priorVar` Value that multiplies a identity matrix in the elicition process of the prior variance of the regression parameters. `refresh` Interval between printing a message during the iteration process. Default is set to 100. `quiet` Logical. If FALSE it will print messages depending on the refresh parameter to show that the chain is updating. If TRUE it will not print messages during the iteration process.

## Value

A list with the chains of all parameters of interest.

## References

Santos and Bolfarine (2015) - Bayesian quantile regression analysis for continuous data with a discrete component at zero. Preprint. http://arxiv.org/abs/1511.05925

## Examples

 ```1 2 3 4``` ```set.seed(1) data('BrazilElectricity') modelo2p <- twopartQR(prop_elec/100 ~ population + income_percap, tau=0.5, data=BrazilElectricity, itNum=2000, sigmaGamma=2, quiet = TRUE) ```

brsantos/baquantreg documentation built on Dec. 10, 2018, 1 p.m.