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lzrq: Quantile Regression for Logarithmic Relationships with Non-Positive Outcome Values

Provides the lzrq() function for estimating logarithmic regression slopes in quantile regression models, permitting the outcome variable to take on non-positive values. lzrq() conducts regression after replacing non-positive values with a sufficiently negative value. If the fitted values of a quantile regression on this transformed outcome are all greater than the negative value, then results are displayed. The resulting coefficients can be meaningfully interpreted as logarithmic intensive-margin relationships between the outcome variable and the independent variables, even with non-positive values in the outcome variable. If the condition does not hold for the specified quantile, then the command iteratively makes the value larger and checks again. After ten iterations where the condition does not hold, the functions return an error and suppress results. This is an automated adaptation of the algorithm described by Liu & Kaplan (2025) <https://drive.google.com/file/d/1F3dnhm8MrlO5aRrGt48rBWAEaBqdCBH-/view> and implemented in the companion 'Stata' command 'lzqreg', described in Fitzgerald et al. (2026) <doi:10.31222/osf.io/juda7_v1>.

Version: 0.1.0
Imports: MASS, quantreg, stats
Published: 2026-06-22
DOI: 10.32614/CRAN.package.lzrq
Author: David Valenta [aut], Jack Fitzgerald [aut, cre]
Maintainer: Jack Fitzgerald <jackfitzgeraldresearch at gmail.com>
BugReports: https://github.com/jack-fitzgerald/lzrq/issues
License: CC BY 4.0
URL: https://github.com/jack-fitzgerald/lzrq
NeedsCompilation: no
Materials: README
CRAN checks: lzrq results

Documentation:

Reference manual: lzrq.html , lzrq.pdf

Downloads:

Package source: lzrq_0.1.0.tar.gz
Windows binaries: r-devel: lzrq_0.1.0.zip, r-release: not available, r-oldrel: lzrq_0.1.0.zip
macOS binaries: r-release (arm64): lzrq_0.1.0.tgz, r-oldrel (arm64): lzrq_0.1.0.tgz, r-release (x86_64): lzrq_0.1.0.tgz, r-oldrel (x86_64): lzrq_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.