quantregGrowth (Q44326)
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Non-Crossing Additive Regression Quantiles and Non-Parametric Growth Charts
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | quantregGrowth |
Non-Crossing Additive Regression Quantiles and Non-Parametric Growth Charts |
Statements
6 July 2023
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Fits non-crossing regression quantiles as a function of linear covariates and multiple smooth terms, including varying coefficients, via B-splines with L1-norm difference penalties. Random intercepts and variable selection are allowed via the lasso penalties. The smoothing parameters are estimated as part of the model fitting, see Muggeo and others (2021) <doi:10.1177/1471082X20929802>. Monotonicity and concavity constraints on the fitted curves are allowed, see Muggeo and others (2013) <doi:10.1007/s10651-012-0232-1>, and also <doi:10.13140/RG.2.2.12924.85122> or <doi:10.13140/RG.2.2.29306.21445> some code examples.
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