consrq (Q7386447)
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Constrained Quantile Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | consrq |
Constrained Quantile Regression |
Statements
Constrained quantile regression is performed. One constraint is that all beta coefficients (including the constant) cannot be negative, they can be either 0 or strictly positive. Another constraint is that the beta coefficients lie within an interval. References: Koenker R. (2005) Quantile Regression, Cambridge University Press. <doi:10.1017/CBO9780511754098>.
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21 November 2024
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expanded from: GPL (≥ 2) (English)
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