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pqrfe

Penalized Quantile Regression with Fixed Effects

Quantile regression with fixed effects is a general model for longitudinal data. Here we proposed to solve it by several methods. The estimation methods include three loss functions as check, asymmetric least square and asymmetric Huber functions; and three structures as simple regression, fixed effects and fixed effects with penalized intercepts by LASSO.

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VersionRepositoryFileSize
1.3 rolling linux/jammy R-4.5 pqrfe_1.3.tar.gz 109.6 KiB
1.3 rolling linux/noble R-4.5 pqrfe_1.3.tar.gz 112.0 KiB
1.3 rolling source/ R- pqrfe_1.3.tar.gz 12.5 KiB
1.3 latest linux/jammy R-4.5 pqrfe_1.3.tar.gz 109.6 KiB
1.3 latest linux/noble R-4.5 pqrfe_1.3.tar.gz 112.0 KiB
1.3 latest source/ R- pqrfe_1.3.tar.gz 12.5 KiB
1.3 2026-04-26 source/ R- pqrfe_1.3.tar.gz 12.5 KiB
1.3 2026-04-23 source/ R- pqrfe_1.3.tar.gz 12.5 KiB
1.3 2026-04-09 windows/windows R-4.5 pqrfe_1.3.zip 428.8 KiB
1.1 2025-04-20 source/ R- pqrfe_1.1.tar.gz 19.4 KiB

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