This code accompanies the Aptech blog The Basics of Quantile Regression which was published on 01/20/2019.
The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.
Three program files are included:
- quantile_regression.e - This file contains the code for running the quantile regressions performed in the blog.
- islr_hitters.xlsx - This file contains the data used in quantile regression.