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Quantile Regression
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What Is Quantile Regression
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The new 𝗯𝗮𝘆𝗲𝘀: 𝗾𝗿𝗲𝗴 command fits Bayesian quantile regression, letting you explore full posterior distributions for regression coefficients. Plus, all standard Bayesian features—like
Stata. . The new 𝗯𝗮𝘆𝗲𝘀: 𝗾𝗿𝗲𝗴 command fits Bayesian quantile regression, letting you explore full posterior distributions for regression coefficients. Plus, all standard Bayesian features—like hypothesis testing and prediction—are supported. We also added the asymmetric Laplace distribution (ALD) as a new ...
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