Linear Quantile Mixed Models

Functions to fit quantile regression models for hierarchical data (2-level nested designs) as described in Geraci and Bottai (2014, Statistics and Computing) . A vignette is given in Geraci (2014, Journal of Statistical Software) and included in the package documents. The packages also provides functions to fit quantile models for independent data and for count responses.


Changes in lqmm


Version 1.0 (April 29, 2012)

  • Package lqmm on CRAN


Version 1.01 (May 30, 2012)

  • Added functions
  • Fixed bugs in ll_h_R and ll_h_d (lqmm.c)
  • Amended cov.sel (lqmm.R) and psi_mat (lqmm.c)


Version 1.02 (September 15, 2012)

  • Changed lqmControl and lqmmControl parameters (less stringent convergence thresholds) (lqmm.R)
  • Changed quadrature default in lqmm (lqmm.R)
  • Changed to the function boot.lqmm (lqmm.R) which provides bootstrapped standard errors of the coefficients estimates. The starting values used in each bootstrap sample are by default those from a least squares fit (startQR = FALSE). In previous versions of the package, starting values were taken from the fitted object (startQR = TRUE) to speed up convergence in each bootstrap sample. However, this causes the standard errors to be under-estimated


Version 1.03 (April 30, 2013)

  • Improved documentation
  • Changed default lqmmControl(method = "df") to lqmmControl(method = "gs") (lqmm.R)
  • References updated
  • Fixed bug in covHandling (lqmm.R)
  • Produce warning when likelihood ratio test is negative


Version 1.04 (November 1, 2013)

  • Changed license from GPL >= 3 to GPL >= 2
  • Added vignette lqmm_manual.pdf
  • Improved code and documentation
  • Corrected bug in lqm.counts (in previous package versions standard errors were NOT divided by sqrt(n))
  • New functions for lqm.counts objects


Version 1.5 (May 1, 2014)

  • Changed versioning
  • S3 methods registered
  • Introduced new generic functions boot, extractBoot
  • Function raneff.lqmm renamed ranef.lqmm
  • Function cov.lqmm renamed VarCorr.lqmm
  • Imported nlme generic ranef and VarCorr


Version 1.5.1 (December 10, 2014)

  • Changed maintainer's email address
  • Corrected bug in qal
  • Added constraint on tau in asymmetric Laplace distribution functions
  • Added warning when user defines sigma < 0 in asymmetric Laplace distribution functions


Version 1.5.2 (September 21, 2015)

  • Corrected bug in predict.lqm
  • Corrected bug in varAL
  • Removed rounding of values of 'tau' from lqm and lqmm
  • New lqm routine ("gs2") more stable with larger datasets. Default is "gs1". See ?lqmControl for details
  • New function predint.lqmm to calculate prediction intervals in lqmm
  • Replaced ChangeLog with NEWS (which is more appropriate)
  • Acknowledgements: thanks to Nathan Pace for reporting bugs and other issues


Version 1.5.3 (January 28, 2016)

  • Updated function VarCorr for compatibility with nlme 3.1-123


Version 1.5.4 (April 7, 2018)

  • Fixed bug in createLaguerre
  • lqmgsR: changed gradient (no division by n)
  • Added smooth approximation loss function
  • Registered dll routines
  • Fixed CRAN message 'Note: break used in wrong context: no loop is visible'
  • Removed LRT from lqmm summary

Reference manual

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1.5.5 by Marco Geraci, 7 months ago

Browse source code at

Authors: Marco Geraci

Documentation:   PDF Manual  

Task views: Robust Statistical Methods

GPL (>= 2) license

Imports stats, utils, nlme, SparseGrid

Imported by Wrapped, kineticF, nlmm, simplePHENOTYPES.

See at CRAN