Jason <[email protected]>:
I am not aware of an existing SSC package or command, but I don't know
from your message what method you intend to use--see for options and
discussion e.g.
Fan, J. and Gijbels, I. 1996. Local Polynomial Modelling and Its Applications.
London: Chapman and Hall.
Loader, C. 1999. Local Regression and Likelihood. New York: Springer.
Keming Yu and M. C. Jones. 1998.
"Local Linear Quantile Regression."
Journal of the American Statistical Association, 93(441):228-237.
M. C. Jones and Keming Yu. 2006.
"Improved double kernel local linear quantile regression."
Open University Department of Statistics Technical Report 06/06
http://statistics.open.ac.uk/TechnicalReports/jonesandyu.pdf
M. C. Jones and Keming Yu. 2007.
"Improved Double Kernel Local Linear Quantile Regression."
Statistical Modelling, 7(4):377-389.
Youjuan Li, Yufeng Liu, and Ji Zhu. 2007.
"Quantile Regression in Reproducing Kernel Hilbert Spaces."
Journal of the American Statistical Association, 102(477), Theory and
Methods:255-268.
Andreas Christmann and Ingo Steinwart. 2008.
"Consistency of Kernel-Based Quantile Regression."
Applied Stochastic Models in Business and Industry 24(2):171-183.
On Tue, Mar 17, 2009 at 1:04 AM, Jason <[email protected]> wrote:
> I struggling in running the kernel smoothed conditional quantiles for my data, and I am just wondering if there is a command/programmed package in stata which carries out the kernel smoothed conditional quantiles??
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