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fastqrs  

Fast Algorithms for Quantile Regression with Selection
View on CRAN: Click here


Download and install fastqrs package within the R console
Install from CRAN:
install.packages("fastqrs")

Install from Github:
library("remotes")
install_github("cran/fastqrs")

Install by package version:
library("remotes")
install_version("fastqrs", "1.0.0")



Attach the package and use:
library("fastqrs")
Maintained by
Santiago Pereda-Fernandez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-16
Latest Update: 2025-04-16
Description:
Fast estimation algorithms to implement the Quantile Regression with Selection estimator and the multiplicative Bootstrap for inference. This estimator can be used to estimate models that feature sample selection and heterogeneous effects in cross-sectional data. For more details, see Arellano and Bonhomme (2017) <doi:10.3982/ECTA14030> and Pereda-Fernández (2024) <doi:10.48550/arXiv.2402.16693>.
How to cite:
Santiago Pereda-Fernandez (2025). fastqrs: Fast Algorithms for Quantile Regression with Selection. R package version 1.0.0, https://cran.r-project.org/web/packages/fastqrs. Accessed 12 Sep. 2026.
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