A few months ago, I posted a note with some home made codes for quantile regression… there was something odd on the output, but it was because there was a (small) mathematical problem in my equation. So since I should teach those tomorrow, let me fix them. Median Consider a sample . To compute the median, solvewhich can be solved using linear programming techniques. More precisely, this problem is equivalent towith and , . Heuristically, the idea is to write , and then define … Continue reading <span …