Nonparametric Series Quantile Regression
Compute Second Derivative of Orthogonal Polynomials
Compute Derivative of Orthogonal Polynomials
Derivative of Right Hand Side of Formula
Gaussian Process Inference for NPQR
Gradient Bootstrap Inference for NPQR
Appropriate Summary Statistics for Factors, Ordered Factors, and Numer...
Square Root of Matrix by Spectral Decomposition
Estimation for NPQR with No Inference
Nonparametric Series Quantile Regression
Pivotal Process Inference for NPQR
Orthogonal Polynomial Wrapper
Nonparametric Series Quantile Regression
Remove I() Tags From Formula
Weighted Bootstrap Inference for NPQR
Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.