How to perform quantile-on-quantile regression using R or Stata?

05 April 2023 1 2K Report

Dear Colleagues,

QQ regression is perhaps one of the latest methods in econometric estimation approaches. In case you have expertise could you please help me by providing useful information as to how to perform QQ regression using R or Stata?

Shiying Xu

Hello，

In my view, you can use package R "quantreg".

And you can use this command:rq(formula, tau=c(0.05, 0.25, 0.5, 0.75, 0.95))

Hope the website following can help you ! ↓

https://blog.csdn.net/hfutxiaoguozhi/article/details/78835311

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