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.


Reference manual

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install.packages("pqrfe")

1.3 by Ian Meneghel Danilevicz, 10 months ago


Browse source code at https://github.com/cran/pqrfe


Authors: Ian Meneghel Danilevicz [aut, cre] (ORCID: , Valderio A Reisen [aut] , Pascal Bondon [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, MASS

Suggests testthat, tinytest

Linking to Rcpp, RcppArmadillo


See at CRAN