no code implementations • 3 Nov 2022 • Steven G. Xu, Shu Yang, Brian J. Reich
We adopt a semiparametric conditional distribution regression model that allows inference on any functionals of counterfactual distributions, including PDFs and multiple QTEs.
no code implementations • 26 Oct 2022 • Steven G. Xu, Reetam Majumder, Brian J. Reich
We develop an R package SPQR that implements the semi-parametric quantile regression (SPQR) method in Xu and Reich (2021).