Tutorial: Quantile Regression with R

19 October 2017

Date: 19-21 October 2017
Location: 58ma Riunione Scientifica Annuale (RSA) della SIE – Società Italiana degli Economisti, Università della Calabria, Arcavacata di Rende

This page is for people enrolled in my tutorial on Quantile Regression.

Prerequisites

Please bring your own laptop with a recent version of R and RStudio installed, along with the following packages and their dependencies:

  • quantreg
  • Qtools
  • tidyverse
  • gamlss
  • alr3

Participants will be assumed to be familiar with basic statistical tools such as multiple regression, but no knowledge of quantile regression will be assumed.

Reference

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Quantile Regression: Theory and Applications

Need help with R?

Program

Tuesday 26 September

09.00 - 9.15 Registration and welcome Conference program
9.20 - 11.20 A gentle introduction to quantile regression Syllabus
11.20 - 11.30 Break
11.30 - 13.20 Quantile regression in R: quantreg and Qtools Slides

Lab session

Here are the two R script files used for the lab session:

to illustrate the functions available in quantreg and in Qtools for quantile regression.


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