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