Quantile Regression: An Introduction


This is an archive of software and text for a paper titled Quantile Regression: An Introduction by Roger Koenker and Kevin Hallock.

Two preliminary version of the paper is available here. The archive format for the paper is postscript (.ps) and can be obtained by clicking here, or in .pdf here, A somewhat more extensive first draft of the paper is also available in postscript here, or in .pdf here,
The CEO pay data is available in ascii form here, A version of the data for the birth weight section of the paper is available in R's compressed save format here, (In R see the documentation for save()) Warning: this data file is 2.3Mb, and 198377 observations on 19 variables. Code for recreating the figures is available in newfit.R, and newfig3.R, The slides for the talk in New Orleans based on the paper are available in (.ps) and can be obtained by clicking here, or in .pdf here,

This paper was prepared for the Journal of Economic Perspectives ``Symposium on Econometric Tools''. The paper is intended to be a non-technical introduction to quantile regression. Comments would be especially welcome.
Eventually, data and software used for this paper will be available from this page as well. Problems or questions should be directed to roger@ysidro.econ.uiuc.edu