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goniolatry
2003 Sep 01
0
Quantile Regression Packages
I'd like to mention that there is a new quantile regression package
"nprq" on CRAN for additive nonparametric quantile regression estimation.
Models are structured similarly to the gss package of Gu and the mgcv
package of Wood. Formulae like
y ~ qss(z1) + qss(z2) + X
are interpreted as a partially linear model in the covariates of X,
with nonparametric components defined as