.rqrb0.fast {fastqrs} | R Documentation |
rqrb0.fast
Description
Algorithm with preprocessing for Rotated Quantile Regression (RQR) for a grid of quantiles, the rotation obtained with a copula and initial values of the beta coefficients (used by Algorithms 3-4).
Usage
.rqrb0.fast(y, x, w = NULL, G, zeta, m, b0)
Arguments
y |
= Dependent variable (N x 1) |
x |
= Regressors matrix (N x K) |
w |
= Sample weights |
G |
= Copula conditional on participation (N x Q) |
zeta |
= Conservative estimate of standard error of residuals |
m |
= Parameter to select interval of observations in top and bottom groups |
b0 |
= Initial values of the beta coefficients for all quantiles (K x Q) |
Value
b = Estimated beta coefficients (K x Q)
[Package fastqrs version 1.0.0 Index]