Dear all,
I would like to estimate a quantile regression model including a bivariate
nonparametric term which should be interacted with a dummy variable, i.e.,
log p ~ year + f(a,b):year.
I tried to use Roger Koenker's quantreg package and the functions rqss and qss
but it turns out that interactions are not possible in this setting. Also
weights are not implemented yet to build a work-around. I am looking for
something like the by-statement in Simon Wood's package mgcv. Does anything
comparable exist?
I am grateful for any help on this issue.
Kind regards,
S. Waltl
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