Package index • qrme

Package overview

qrme-package: qrme: Quantile regression with measurement error

Main estimators

The two primary user-facing estimators. qrme() handles measurement error in the outcome; tsme() handles measurement error in both the outcome and a continuous treatment.

qrme(): qrme
tsme(): tsme

Model selection and diagnostics

Tools for choosing among copula families, ME distributions, and mixture orders, and for checking convergence sensitivity.

tsme_model_select(): tsme_model_select
qrme_nmix_select(): qrme_nmix_select
qrme_start_search(): qrme_start_search
logLik(<merr>): logLik.merr

Mobility measures

Functions for computing intergenerational (or rank-rank) mobility parameters from a joint distribution.

tmat(): tmat
upMob(): upMob

S3 methods

Print, summarise, and plot fitted objects.

print(<merr>): print.merr
print(<tsme>): print.tsme
summary(<tsme>): summary.tsme
autoplot(<tsme>): autoplot.tsme
plot(<tsme>): plot.tsme

Data

NLSY97 father-son analysis sample and a pre-computed tsme() result for use in the vignettes and examples.

nlsy97: NLSY97 intergenerational income mobility sample
nlsy97_tsme_fit: Pre-computed tsme() fit for the NLSY97 intergenerational mobility application

Lower-level functions

Exported for advanced users and reproducibility. Most users will not call these directly.

compute.qrme(): compute.qrme
compute.tsme(): compute.tsme
em.algo(): em.algo
em.algo.inner(): Inner part of EM-algorithm for QR with measurement error
betfun(): betfun
betfun.inner(): betfun.inner
makeRQS(): makeRQS
rlaplace(): rlaplace
mh_mcmc(): mh_mcmc
fv(): fv
fv.yx(): fv.yx
fy.x(): fy.x
cop.pdf(): cop.pdf
ll(): ll
parms2coppar(): parms2coppar
qr2meobj(): qr2meobj
qr2me(): QR with 2-sided measurement error
addplot(): addplot