Dear all,
I need to run a quantile regression to estimate the coefficients of the
following model: Q_{Y}(Ï|X)=exp(βâ(Ï)+Xâ²Î²â(Ï)).
Since the model is nonlinear, I need to use nlrq(.). However, if I try
nlrq(Y~exp(X), tau=Ï), the software does not accept and also does not
understand that my coefficients are inside the exponential. The software would
allow me to run rq(Y~exp(X), tau=Ï) since it would understand that beta is
outside exp(X).
I could not find one way to write my model in a proper way in the software. Can
someone help me? Sorry if this is too stupid and I haven't see it yet.
Thanks a lot,
Julia
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