Mathematica 9 is now available

Wolfram Library Archive


All Collections Articles Books Conference Proceedings
Courseware Demos MathSource Technical Notes
Title Downloads

Quantile Regression
Author

Johannes Ludsteck
Organization: Institute for Employment Research (IAB)
Department: Department of Regional Economics
Revision date

2004-05-17
Description

The package provides a simple implementation of quantile regression (a straightforward extension of median regression) as proposed by Koenker and Basset (1987).

The implementation is very simple, i.e. does not includes sophisticated input checking or detailed error messages. Only some basic input errors are handled.

25 May 2004 -- This notebook was updated by the author to use the DualLinearProgramming function, for significant speed gains.
Subject

*Mathematics > Probability and Statistics
Keywords

quantile regression, median regresssion, robust estimation
Downloads Download Wolfram CDF Player

Download
QuantileRegression.m (4.5 KB) - Mathematica Package [for Mathematica 5.0]
Download
QuantileRegressionDemo.nb (50.3 KB) - Mathematica Notebook [for Mathematica 5.0]