rqpd.fit.cre: Fitting routine fori CRE panel data quantile regression.

In rqpd: Regression Quantiles for Panel Data

Description

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

Usage

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 <[e-mail]>

See Also

rqpd, summary.rqpd, rqpd.object.

rqpd documentation built on May 2, 2019, 4:54 p.m.