Median quantile regression

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Thu, 06/16/2011 - 09:02 am

Hi,

I am wondering if it possible to do a median quantile regression on Igor Pro. If so, how could I go about it?

Thanks.
Ken-

Igor does not presently support quantile regression. You might be able to use the Optimize operation to code your own using a quantile merit function, but it probably won't work well. The quantile merit function would be quite discontinuous, and the methods employed by the Optimize operation are not well suited to such a merit function.

John Weeks
WaveMetrics, Inc.
support@wavemetrics.com

June 16, 2011 at 09:25 am - Permalink