Fitting routine fori CRE panel data quantile regression.

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Description

This is the fitting routine used by rqpd and rqpd.boot.

Usage

1
rqpd.fit.cre(X, Z, y, taus, control, ...)

Arguments

X

Main part of the design matrix in csr format

Z

The augmented "panel-part" of the design matrix in csr format.

y

The response vector (non-sparse).

taus

A K-vector of tau's lying in (0,1)

control

Control argument for the fitting routines (see 'sfn.control').

...

Additional arguments passed to solver.

Value

The function returns a list with coefficients and some information from the solver on convergence.

Author(s)

Roger Koenker and Stefan Bache

Maintainer: Stefan Bache <rqpd@stefanbache.dk>

See Also

rqpd, summary.rqpd, rqpd.object.