Sunday, December 29, 2019

semi-parametric quantile model

Hi,
How to run semi-parametric quantile regression in Stata?

There is a way to run semi-parametric regression using semipar command.
and quantile regression using qreg

but what if I want to run semi-parametric quantile regression with 3 variables as non-parametric? ( as in semipar command, only 1 variable can be included in non-parametric)

Thanks in advance!

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