estimation.quantreg.quantreg_.Quantreg

estimation.quantreg.quantreg_.Quantreg(
    FixestFormula,
    data,
    ssc_dict,
    drop_singletons,
    drop_intercept,
    weights,
    weights_type,
    collin_tol,
    fixef_tol,
    fixef_maxiter,
    lookup_demeaned_data,
    solver='np.linalg.solve',
    demeaner_backend='numba',
    store_data=True,
    copy_data=True,
    lean=False,
    context=0,
    sample_split_var=None,
    sample_split_value=None,
    quantile=0.5,
    method='fn',
    quantile_tol=1e-06,
    quantile_maxiter=None,
    seed=None,
)

Quantile regression model.

Attributes

Name	Description
objective_value	Compute the total loss of the quantile regression model.

Methods

Name	Description
fit_qreg_fn	Fit a quantile regression model using the Frisch-Newton Interior Point Solver.
fit_qreg_pfn	Fit a quantile regression model using the Frisch-Newton Interior Point Solver with pre-processing.
get_fit	Fit a quantile regression model using the interior point method.
get_performance	Compute performance metrics for the quantile regression model.
prepare_model_matrix	Prepare model inputs for estimation.
to_array	Turn estimation DataFrames to np arrays.

fit_qreg_fn

estimation.quantreg.quantreg_.Quantreg.fit_qreg_fn(
    X,
    Y,
    q,
    tol=None,
    maxiter=None,
    beta_init=None,
)

Fit a quantile regression model using the Frisch-Newton Interior Point Solver.

fit_qreg_pfn

estimation.quantreg.quantreg_.Quantreg.fit_qreg_pfn(
    X,
    Y,
    q,
    m=None,
    tol=None,
    maxiter=None,
    beta_init=None,
    rng=None,
    eta=None,
)

Fit a quantile regression model using the Frisch-Newton Interior Point Solver with pre-processing.

get_fit

estimation.quantreg.quantreg_.Quantreg.get_fit()

Fit a quantile regression model using the interior point method.

get_performance

estimation.quantreg.quantreg_.Quantreg.get_performance()

Compute performance metrics for the quantile regression model.

prepare_model_matrix

estimation.quantreg.quantreg_.Quantreg.prepare_model_matrix()

Prepare model inputs for estimation.

to_array

estimation.quantreg.quantreg_.Quantreg.to_array()

Turn estimation DataFrames to np arrays.