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
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