SPSSINC QUANTREG

Estimate one or more conditional quantiles for a linear model.

This procedure estimates one or more conditional quantile s (0 <= q <= 1) for a linear model. In contrast, ordinary regression estimates the conditional mean. The procedure allows you to choose the estimation algorithm as well as the method for estimating the standard error. You can save both the residuals from the regression and the estimated coefficients.

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Requirements

• IBM SPSS Statistics 18 or later and the corresponding IBM SPSS Statistics-Integration Plug-in for R.

Note: The SPSSINC QUANTREG extension is installed as part of IBM SPSS Statistics-Essentials for R.

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Installation intructions

1. Open IBM SPSS Statistics
2. Navigate to Utilities -> Extension Bundles -> Download and Install Extension Bundles
3. Search for the name of the extension and click Ok. Your extension will be available.

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License

• Apache 2.0

Contributors

• IBM SPSS