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fitl
2011 Oct 16
1
nlrq {quantreg}
Dear all,
I sent an email on Friday asking about nlrq {quantreg}, but I haven't received any answer.
I need to estimate the quantile regression estimators of a model as: y = exp(b0+x'b1+u). The model is nonlinear in parameters, although I can linearise it by using log.When I write:
fitnl <- nlrq(y ~ exp(x), tau=0.5)
I have the following error: Error in match.call(func, call = cll) : invalid 'definition' argument
Is there any way to estimate this model, or should I accept the following change:
fitnl <- rq(log(y) ~ x, tau=0.5) ?
Thanks in advance!
Best,
Julia...