Tutorial: Quantile Regression with R

 

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

Quantile Regression: Theory and Applications

Need help with R?

• Datacamp: Introduction to R course
• Base R cheatsheet
• Data visualization with ggplot2 cheatsheet
• Data transformation with dplyr cheatsheet

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:

• BigMac index
• Rent99 example

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