README.md

In yasui-salmon/CQR:

CQR

This is the R implementation of Three-Step Censored Quantile Regression that is introduced in Chernozhukov and Han(2002).

CQR package

about this package

CQR is developed to analyze the Quantile Treatment Effect with censored data. This package is based on the quantreg package.

The original idea is introduced in Chernozhukov and Han(2002). This package is still in developing, though you are able to reproduce the table 1 and Figure 1 in the above paper some degree.

install

You are able to install with install_github function in devtools package.

devtools::install_github("yasui-salmon/CQR")

Extramarital_affair dataset

The original dataset is possible to download from here

RB data is the dataset what used in Chernozhukov and Han(2002).

Simulation Example

You are able to find the example code and result in reproducing here, please check this before you go for your analysis.

Reference

Buchinsky, Moshe, and Jinyong Hahn. "An alternative estimator for the censored quantile regression model." Econometrica (1998): 653-671.

Chernozhukov, Victor, and Han Hong. "Three-step censored quantile regression and extramarital affairs." Journal of the American Statistical Association 97.459 (2002): 872-882.

yasui-salmon/CQR documentation built on May 20, 2019, 12:32 p.m.