Quantile Regression

The zip-file bolib.zip contains a dll called bolib.dll (created 6/12/97) and a Gauss program called qr.gau (created 12/4/00). The file bolib.exe is self-extracting version of the zip-file.

qr.gau contains a routine for calculating the quantile regression estimator, as well a code that can be used to test the routine. The first line of qr.gau is

dlibrary Bolib.dll;

Generically, the line above should be

dlibrary PATHNAME\Bolib.dll;

where PATHNAME is the name of the directory containing bolib.dll