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Questions tagged [quantile-regression]

107 questions
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Quantile Regression with Tensorflow Probability

I am trying to give tensorflow probability a try. I have a simple quantile regression in R. I would like to get the same results from tensorflow probability. R Quantile Regression library("quantreg") mtcars_url <-…
Alex
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Fixed Effects Quantile Regression (rqpd) with more than on type of fixed effects possible?

I try to estimate the effect of GDP (in cubic terms) on CO2 emissions. To estimatethe effect across the distribution of CO2 emissions I want to perform a quantile regression. To decrease omitted variable bias, I want to include country fixed effects…
AJPT
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Quantile Regression with multiple independent variables?

Is it possible to run a Quantile REgression using multiple independent variables (x). Using Python I tried statsmodel mod = smf.quantreg(y, X) res = mod.fit(q=.5) print(res.summary()) Where y and X are Pandas dataframes. This works for OLS, however…
Oscar Dyremyhr
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R Quantreg: Singularity with categorical survey data

For my Bachelor's thesis I am trying to apply a linear median regression model on constant sum data from a survey (see formula from A.Blass (2008)). It is an attempt to recreate the probability elicitation approach proposed by A. Blass et al (2008)…
C. Schrijver
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R quantile regression monotone cubic spline

I am running a quantile regression model on some data with one natural cubic spline, which needs to be monotonically decreasing (because it cannot physically increase at any point). To start with I used the ns() function from the splines package to…
user2974951
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How do I create quantile regression tables using stargazer?

I computed the following quantile regressions using the quantreg package qr_10 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total +…
Laurenz Hamel
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Quantile regression error with dummy variables in ggplot

So I am trying to calculate quantile regression and plot result in ggplot for some reason dummy variables cannot be shown for some reason when plotting result in ggplot Code on example mtcars dataset if as…
Petr
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R - confidence interval of the fitted data rq from withReplicates results?

please, how to calculate confidence interval of the fitted data quantile regression from withReplicates results? Predict simply does not work: "Error in UseMethod("predict") : no applicable method for 'predict' applied to an object of class…
romath
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Quantile Regression with Time-Series Models (ARIMA-ARCH) in R

I am working on quantile forecasting with time-series data. The model I am using is ARIMA(1,1,2)-ARCH(2) and I am trying to get quantile regression estimates of my data. So far, I have found "quantreg" package to perform quantile regression, but I…
Young
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Quantile regression with linprog in Matlab

I am trying to implement the quantile regression process with a simple setup in Matlab. This page contains a description of the quantile regression as a linear program, and displays the appropriate matrices and vectors. I've tried to implement it in…
pkofod
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How to improve the performance of segmented regression using quantile regression in R?

I am currently working on a project where I need to estimate changes in physical fitness over time using segmented regression with quantile regression in R. The data I'm working with consists of centile values from various tests, along with…
Antonio Martinko
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Adapting quantile regression to the caret package

I want to try adpat quantile regression to caret package. I wrote below code to adapt but I get the error as below: library(quantreg) quantregression <- list(type='Regression', library='quantreg',loop=NULL) param <- data.frame(parameter = c("tau"),…
mesist
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Quantile g-computation

I want to perform a time-to-event analysis using qgcomp package. I used qgcomp.cox.boot function and adjusted for confounding factors. However I have encountered some problems. library("ggplot2") data("metals", package="qgcomp") Xnm…
Curry Qin
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I need a work around for the 'weights' argument of the 'rq' function in Koenker's 'quantreg' package

Today, I was trying to implement a weighted bootstrap method in R and ran into a problem involving the 'weights' argument of the 'rq' function. Essentially, when putting it inside a function, it systematically fails to find the object I assign to…
Stéphane
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How can I extract the random effects information from lmm and lqmm models using multiple imputed data?

Continuing from this question: Is it possible to use lqmm with a mira object? I have tried to get the random effects for the mixed models (lmm and lqmm), and it has been…
De La Cruz
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