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Series: Quantile Regression in Stan
Quantile Regressions in Stan: Part III
This is part III of the quantile regression series. Part I and part II show the Bayesian quantile regression using the asymmetric Laplace distribution, augmented scheme, and…
Oct 23, 2022
7 min
Quantile Regressions in Stan: Part II
Part I showed the basic Bayesian quantile regression using the asymmetric Laplace distribution and augmented scheme. In this post I’m going to show an approximate…
Oct 18, 2022
13 min
Quantile Regressions in Stan: Part I
Quantile regressions are relatively new in the Bayesian literature first appearing in
Yu and Moyeed (2001)
who described an asymmetric Laplace distribution to estimate the…
Oct 15, 2022
8 min
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