Model Estimation & Data Analysis: Quantile Regression

QREG and QCREG Models

• Linear index model for continuous quantile regression – QREG
• Bootstrapped standard errors
• Estimation for any quantile
• Least absolute deviations for median regression
• Poisson model for count data quantile regression – QCREG
• Analytic standard errors
• Partial effects
• Multiple quantiles in a single estimation pass
• Noise reduction in simulation based estimation

Estimation and Inference

• Linear programming for QREG
• Loglinear maximum likelihood with simulation for QCREG