[R] Instrumental variables and quantile regression in R

Neil Hepburn nhepburn at ualberta.ca
Mon May 17 23:34:56 CEST 2010


Greetings

does anyone know of an R package that can do quantile regression with instrumental variables. I've found 'sem' for IV estimation and 'quantreg' for quantile regression but I would like to find something that can do a quantile regression with instrumental variables.

Cheers,
Neil



=============================================
Neil Hepburn, Economics Instructor
Department of Social Sciences, Augustana Faculty
University of Alberta
4901-46 Avenue
Camrose, Alberta  T4V 2R3

Phone (780) 679-1588
email nhepburn at ualberta.ca

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