Dear all, I need to run a quantile regression to estimate the coefficients of the following model: Q_{Y}(τ|X)=exp(β₀(τ)+X′β₁(τ)). Since the model is nonlinear, I need to use nlrq(.). However, if I try nlrq(Y~exp(X), tau=τ), the software does not accept and also does not understand that my coefficients are inside the exponential. The software would allow me to run rq(Y~exp(X), tau=τ) since it would understand that beta is outside exp(X). I could not find one way to write my model in a proper way in the software. Can someone help me? Sorry if this is too stupid and I haven't see it yet. Thanks a lot, Julia [[alternative HTML version deleted]]