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Adaptive Lasso Quantile Regression with Fixed Effects
Quantile regression with fixed effects solves longitudinal data, considering the individual intercepts as fixed effects. The parametric set of this type of problem used to be huge. Thus penalized methods such as Lasso are currently applied. Adaptive Lasso presents oracle proprieties, which include Gaussianity and correct model selection. Bayesian information criteria (BIC) estimates the optimal tuning parameter lambda. Plot tools are also available.
- Version1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release11/30/2022
Team
Ian Meneghel Danilevicz
Pascal Bondon
Show author detailsRolesAuthorValderio A. Reisen
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- Imports2 packages
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