• quantreg

  • Referenced in 144 articles [sw04356]
  • package quantreg: Quantile Regression. Estimation and inference methods for models of conditional quantiles: Linear...
  • CAViaR

  • Referenced in 158 articles [sw04424]
  • autoregressive process and estimates the parameters with regression quantiles. Utilizing the criterion that each period...
  • mcmcse

  • Referenced in 19 articles [sw08171]
  • settings. MCSE computation for expectation and quantile estimators is supported. The package also provides functions...
  • cmprskQR

  • Referenced in 17 articles [sw11076]
  • cmprskQR: Analysis of Competing Risks Using Quantile Regressions. Estimation, testing and regression modeling of subdistribution...
  • fitdistrplus

  • Referenced in 21 articles [sw15776]
  • data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum goodness ... estimation). Outputs of fitdist and fitdistcens functions are S3 objects, for which specific methods ... provided, including summary, plot and quantile. This package also provides various functions to compare ... handle to bootstrap parameter estimates. Detailed examples are given in food risk assessment, ecotoxicology...
  • rms

  • Referenced in 89 articles [sw04532]
  • censored responses, and implements penalized maximum likelihood estimation for logistic and ordinary linear models ... spatially correlated observations, generalized linear models, and quantile regression...
  • qrcm

  • Referenced in 6 articles [sw16728]
  • quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables of interest is frequent ... depend on the order of the quantile being estimated. For example, the coefficients ... parametric functions of the order of the quantile. This approach may have advantages in terms...
  • np

  • Referenced in 93 articles [sw10543]
  • variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There ... parametric mean regression models and parametric quantile regression models, among others. The np package focuses...
  • STABLE

  • Referenced in 107 articles [sw04843]
  • density (pdf), cumulative distribution function (cdf), and quantiles for a general stable distribution. These routines ... random variates. It also performs maximum likelihood estimation of stable parameters and some exploratory data...
  • grf

  • Referenced in 12 articles [sw27871]
  • parametric least-squares regression, quantile regression, and treatment effect estimation (optionally using instrumental variables). This...
  • PROC MEANS

  • Referenced in 4 articles [sw12084]
  • calculates descriptive statistics based on moments; estimates quantiles, which includes the median; calculates confidence limits...
  • iqreg

  • Referenced in 2 articles [sw37396]
  • Stata sg70: Interquantile and simultaneous-quantile regression. iqreg estimates interquantile range regressions, regressions ... obtained via bootstrapping. sqreg estimates quantile regressions. It produces the same coefficients as qreg would ... produce were each quantile estimated separately. Reported standard errors will be similar, the difference being ... bsqreg) in that it can estimate results for multiple quantiles simultaneously, meaning that the calculated...
  • LambertW

  • Referenced in 11 articles [sw06066]
  • simulated, parameters can be estimated from real world data, quantiles can be computed, and results...
  • Algorithm 727

  • Referenced in 2 articles [sw04694]
  • efficient algorithm for estimating the qth quantile of a set of n data points ... introduced. The standard error of the quantile estimate is estimated using overlapping batch statistics...
  • DepthProc

  • Referenced in 8 articles [sw17738]
  • depth techniques involving multivariate quantile-quantile plots, multivariate scatter estimators, multivariate Wilcoxon tests and robust...
  • QICD

  • Referenced in 13 articles [sw19679]
  • package QICD. Estimate the Coefficients for Non-Convex Penalized Quantile Regression Model by using QICD...
  • Quantregforest

  • Referenced in 5 articles [sw14249]
  • tree-based ensemble method for estimation of conditional quantiles. It is particularly well suited...
  • ivqte

  • Referenced in 1 article [sw37478]
  • Estimation of quantile treatment effects with Stata. In this article, we discuss ... implementation of various estimators proposed to estimate quantile treatment effects. We distinguish four cases involving ... covers four different estimators: the classical quantile regression estimator of Koenker and Bassett (1978, Econometrica ... consistent standard errors; the instrumental-variable quantile regression estimator of Abadie, Angrist, and Imbens...
  • qrjoint

  • Referenced in 2 articles [sw25626]
  • Estimation in Linear Quantile Regression. Joint estimation of quantile specific intercept and slope parameters...
  • clinfun

  • Referenced in 4 articles [sw24179]
  • such as Jonckheere-Terpstra test and estimating survival quantiles...