.rqrtau.fast {fastqrs} | R Documentation |
rqrtau.fast
Description
Algorithm 1: algorithm with preprocessing for Rotated Quantile Regression (RQR) with initial values of the beta coefficients for a single quantile tau
Usage
.rqrtau.fast(y, x, w = NULL, tau, zeta, m, b0)
Arguments
y |
= Dependent variable (N x 1) |
x |
= Regressors matrix (N x K) |
w |
= Sample weights (N x 1) |
tau |
= Quantile indexes rotated at individual level (N x 1) |
zeta |
= Conservative estimate of standard error of residuals (N x 1) |
m |
= Parameter to select interval of observations in top and bottom groups |
b0 |
= Initial values of the beta coefficients (K x 1) |
Value
b = Estimated beta coefficients (K x 1)
[Package fastqrs version 1.0.0 Index]