你好,楼主,我购买了你发的附件,非常受启发,但是还是找不到 “半参数变系数分位数回归”啊?请教一下,半参数变系数分位数回归的程序有现成的吗?谢谢啦^_^,从网上搜索关键词也只找到一个 np package,包含以下内容。
Abstract :We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of signicance and consistent model speci-cation tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding
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