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Single index quantile regression models for censored data


single index quantile regression models for censored data

New York: Cambridge University Press.
Class endog, exog, *kwargs ) source, quantile Regression, estimate a quantile regression model using iterative reweighted least squares.
Get_distribution (params, scale, exog,.) Returns a random number generator for the predictive distribution.
Cambridge: Cambridge University Press.Keywords: Least Absolute Deviation(LAD) Regression, Quantile Regression, Regression, Robust Estimation.Whiten (data) QuantReg model whitener does nothing: returns data.Methods fit (q, vcov, kernel, bandwidth, max_iter,.) Solve by Iterative Weighted Least Squares from_formula (formula, data, subset, drop_cols) Create a Model from a formula and dataframe.Persistent link: ordering information: This journal article can be ordered from https shop.Names of endogenous variables exog_names, names of exogenous variables, methods fit (q, vcov, kernel, bandwidth, max_iter.Citations, track citations by RSS feed, downloads: (external link) m/science/article/pii/S.Hessian (params) The Hessian matrix of the model information (params) Fisher information matrix of model initialize loglike (params) Log-likelihood of model.Alternative Methods of Regression, John Wiley erstes date sex song and Sons.Score (params) Score vector of model.On the distribution of the Studentized quantile.Df_resid, the residual degree of freedom, defined as the number of observations minus the rank of the regressor matrix._01_ooc_1 version01, access Statistics for this article, statistics Probability Letters is currently edited.Quantile regression, censoring, and the structure of wages.
Estimation of a density function using order statistics.
Predict (params, exog) Return linear predicted values from a design matrix.




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