quantreg.nonpar: an R package for performing nonparametric series quantile regression
Author(s)
Lipsitz, Michael; Belloni, Alexandre; Chernozhukov, Victor V; Fernandez-Val, Ivan
DownloadPublished version (722.5Kb)
Alternative title
Quantreg.nonpar: an R package for performing nonparametric series quantile regression
Terms of use
Metadata
Show full item recordAbstract
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. It also provides pointwise and uniform confidence intervals over a region of covariate values and/or quantile indices for the same functions using analytical and resampling methods. This paper serves as an introduction to the package and displays basic functionality of the functions contained within.
Date issued
2017-06Department
Massachusetts Institute of Technology. Department of EconomicsJournal
cennmap
Publisher
Economic & Social Research Council
Citation
Lipsitz, Michael et al. "Quantreg.nonpar: an R package for performing nonparametric series quantile regression." cennmap (June 2017): CWP29/17
Version: Final published version